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Re: leasqr question
From: |
Dirk Eddelbuettel |
Subject: |
Re: leasqr question |
Date: |
Fri, 06 Sep 2002 08:12:58 -0500 |
> I don't agree. No matter how the regression is accomplished (linear,
> nonlinear, least squares, random guesses, goat entrails), the geometry
> should work just fine. You have a set of observed values and a
Yes, you can always /compute/ the same statistic, it merely doesn't
have the same statistical properties -- the "restricted" model (of
variation around the mean) is no longer nested within the "unrestricted"
model (the a nonlinear model just fitted), so that the resulting R2
could for example be negative. It just doesn't apply in the same
/statistical/ sense, which is why few (if any ?) packages compute it,
even though as you point out, it can easily be done.
Dirk
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- leasqr question, Tom Kornack, 2002/09/05
- Re: leasqr question,
Dirk Eddelbuettel <=