Hi,

For the fun, we compute R^{2} in R the way it is given in the slides, namely by computing

(t(yHat) %*% yHat)/(t(y) %*% y).

However, we were surprised that the result (that we won't give here for obvious reason) was not the same as the result given by the "Multiple R-squared" of the function summary(myLinearModel).

Should we worry ? If not, which value should we use for the practical ?

Nice evening, Philémon

Posted by Philémon Orphée Favrod on Thursday 14 November 2013 at 18:05