Re: Calculation of r.squared for linear model with offset
On Sun, 9 Apr 2006, Ross Darnell wrote:
> R^2 for a model is usually defined as 1-RSS/TSS where TSS is the SS
> about the mean and RSS is the residual SS from the model.
Not when there is no intercept or where there is an offset in the model.
> Consider the model in R
> z <- runif(20)
> y <- z+rnorm(20)
> my.model <- lm(y~offset(z))
> Here the RSS is equivalent to the TSS and
> gives 0 when it should (IMHO and a few others perhaps) be
> 1 - RSS/TSS(corrected for the mean only)
> RSS = sum(resid(my.model)^2)
> TSS = sum((y-mean(y))^2)
Those are not the correct formulae in the presence of an offset.
> Have I missed this somewhere in the FAQ's or elsewhere?