R-square value of a fitted model
Rsq(object)
object |
a fitted model. |
Uses the most general definition of R^2:
R^2 \equiv 1 - \frac{RSS}{TSS}
where
RSS = ∑_{i=1}^{n}w_i \cdot (y_i-\hat{y}_i)^2
and
TSS = ∑_{i=1}^{n}w_i \cdot (y_i - \bar{y})^2
using the weighted mean
\bar{y} = \frac{∑_{i=1}^{n}w_ix_i}{∑_{i=1}^{n}w_i}
The R^2 value of the fit.
Andrej-Nikolai Spiess
m1 <- pcrfit(reps, 1, 2, l5) Rsq(m1)
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