R: R square

R2 {compositions} | R Documentation

## R square

### Description

The R2 measure of determination for linear models

### Usage

    R2(object,...)
    ## S3 method for class 'lm'
    R2(object,...,adjust=TRUE,ref=0)
    ## Default S3 method:
    R2(object,...,ref=0)

### Arguments

`object` | a statistical model
`...` | further not yet used parameters
`adjust` | Logical, whether the estimate of R2 should be adjusted for the degrees of freedom of the model.
`ref` | A reference model for computation of a relative R^2.

### Details

The R^2 measure of determination is defined as:

1-var(residuals)/var(data)

and provides the portion of variance explained by the model. It is a number between 0 and 1, where 1 means the model perfectly explains the data and 0 means that the model has no better explanation of the data than a constant mean. In case of multivariate models metric variances are used.

If a reference model is given by `ref`, the variance of the residuals of that models rather than the variance of the data is used. The value of such a relative R^2 estimates how much of the residual variance is explained.

If `adjust=TRUE` the unbiased estiamators for the variances are used, to avoid the automatisme that a more parameters automatically lead to a higher R^2.

### Value

The R2 measure of determination.

### Author(s)

K.Gerald v.d. Boogaart http://www.stat.boogaart.de

### See Also

`lm`, `mvar`, `AIC`

### Examples

    data(Orange)
    R2(lm(circumference~age,data=Orange))
    R2(lm(log(circumference)~log(age),data=Orange))

[Package compositions version 1.40-5 Index]