# Calculation of r.squared for linear model with offset Classic List Threaded 2 messages Reply | Threaded
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## Calculation of r.squared for linear model with offset

 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. Consider the model in R z <- runif(20) y <- z+rnorm(20) my.model <- lm(y~offset(z)) summary(my.model)\$r.squared 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) Have I missed this somewhere in the FAQ's or elsewhere? Regards Ross Darnell ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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## 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)) > summary(my.model)\$r.squared > > 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? Elsewhere.  The offset is subtracted from y. -- Brian D. Ripley,                  [hidden email] Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/University of Oxford,             Tel:  +44 1865 272861 (self) 1 South Parks Road,                     +44 1865 272866 (PA) Oxford OX1 3TG, UK                Fax:  +44 1865 272595 ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html