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Re: Mathematica calculates RSquared wrongly?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg112714] Re: Mathematica calculates RSquared wrongly?
  • From: "Sjoerd C. de Vries" <sjoerd.c.devries at gmail.com>
  • Date: Tue, 28 Sep 2010 06:03:37 -0400 (EDT)
  • References: <i7pp6r$l92$1@smc.vnet.net>

I get the same numbers as you, using three definitions of Rsquared.
The difference might be caused by the standard definition of R squared
being applicable for linear least squares fits, whereas here we don't
have a linear model. You may consider asking support at wolfram.com
whether this is a bug or not.

Cheers -- Sjoerd

On Sep 27, 11:47 am, Lawrence Teo <lawrence... at yahoo.com> wrote:
> sbbBN = {{-0.582258428`, 0.49531889`}, {-2.475512593`,
>     0.751434565`}, {-1.508540016`, 0.571212292`}, {2.004747546`,
>     0.187621117`}, {1.139972167`, 0.297735572`}, {-0.724053077`,
>     0.457858443`}, {-0.830992757`, 0.313642502`}, {-3.830561204`,
>     0.81639874`}, {-2.357296433`, 0.804397821`}, {0.986610836`,
>     0.221932888`}, {-0.513640368`, 0.704999208`}, {-1.508540016`,
>     0.798426867`}};
>
> nlm = NonlinearModelFit[sbbBN, a*x^2 + b*x + c, {a, b, c}, x]
> nlm["RSquared"]
>
> The RSquared by Mathematica is 0.963173
> Meanwhile, Excel and manual hand calculation show that R^2 should be
> equal to 0.7622.
>
> Is Mathematica wrong? Thanks!



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