Computation of r.squared for weighted least squares linear models

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Computation of r.squared for weighted least squares linear models

Sebastian Starke
Hi,

recently I posted a question about how R computes the value for the
"r.squared" statistic internally for weighted least squares linear
models on crossvalidated.com (see:
https://stats.stackexchange.com/questions/439590/how-does-r-compute-r-squared-for-weighted-least-squares)
including a minimal code example but unfortunately did not get an answer.

I would greatly appreciate if any of you who know the answer could reply
either here or directly on my post on crossvalidated.

Thanks a lot in advance!

--
Sebastian Starke

Computational Science Group (FWCC)
Department of Information Services and Computing (FWC)
Building 312, Room 9
Phone: +49 - 351 - 260 3693

Helmholtz-Zentrum Dresden-Rossendorf e.V.
http://www.hzdr.de

Vorstand: Prof. Dr. Dr. h. c. Roland Sauerbrey, Dr. Ulrich Breuer
Vereinsregister: VR 1693 beim Amtsgericht Dresden

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: Computation of r.squared for weighted least squares linear models

radmuzom .
Dear Sebastian,

I was able to replicate the R^2 value of 0.993019 using the function provided as the second answer (by Julien Massardier) to the following question - https://stats.stackexchange.com/questions/83826/is-a-weighted-r2-in-robust-linear-model-meaningful-for-goodness-of-fit-analys

Thank you.
Regards,
Anindya
 


Hi,



recently I posted a question about how R computes the value for the

"r.squared" statistic internally for weighted least squares linear

models on crossvalidated.com (see:

https://stats.stackexchange.com/questions/439590/how-does-r-compute-r-squared-for-weighted-least-squares)


including a minimal code example but unfortunately did not get an answer.



I would greatly appreciate if any of you who know the answer could reply

either here or directly on my post on crossvalidated.



Thanks a lot in advance!



--

Sebastian Starke



Computational Science Group (FWCC)

Department of Information Services and Computing (FWC)

Building 312, Room 9

Phone: +49 - 351 - 260 3693



Helmholtz-Zentrum Dresden-Rossendorf e.V.

http://www.hzdr.de



Vorstand: Prof. Dr. Dr. h. c. Roland Sauerbrey, Dr. Ulrich Breuer

Vereinsregister: VR 1693 beim Amtsgericht Dresden



______________________________________________

[hidden email] mailing list -- To UNSUBSCRIBE and more, see

https://stat.ethz.ch/mailman/listinfo/r-help

PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html

and provide commented, minimal, self-contained, reproducible code.


______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.