Re: r-Squared Question



Jerry Dallal wrote:
> Reef Fish wrote:
> >
> > Jerry Dallal wrote:
> >
> >>Reef Fish wrote:
> >>
> >>>Jerry Dallal wrote:

< Snip >

> >>Also, p 241:
> >>
> >>"The coefficient of multiple determination, denoted R^2, is defined as
> >>follows:
> >>(7.35) R^2 = SSR/SSTO = 1 - SSE/SSTO
> >
> >
> > That's better, as the definition.
> >
> > Ah, this came FIRST, didn't it? (7.35). You were putting (7.71)
> > first in this post as if it were the definition when Neter et al
> > were just relating some of the ANOVA table entries to little r^2,
> > in the SIMPLE regression chapter, I presume, because the relation
> > applies ONLY to simple regression.
>
> No, not a typo. The page numbers and equation numbers are correct. r^2
> is defined for simple linear regression; R^2 for multiple regression.

Never said THAT was a typo. Read what I wrote again. I said you
chose to show (7.71) FIRST, instead of the definition (7.35).

> >
> > "It measures the proportion of total variation fitted by the
> > regression".

I've been using that for DECADES in my Lecture Notes.
>
> That's why I like your suggestion of "variation fitted". No text that
> I've read has an equally suitable replacement for "explained by". It's
> all mumbo-jumbo.

I am quite sure others have used much less misleading terms than
"percent variation explained". My co-author Harry Roberts did use
the word "explain" but immediately explained at length that it
must NOT be taken to mean causal or other meaning of "explain".
In retrospect, I should have suggested the simple, unambiguous
wording of "variation fitted" because that's all it is, no more,
no less.



> > So, what happened to this:
> >
> > JD> Kleinbaum et al,, latest: (RegSS-ResSS)/TotSS
> >
> > RF> IMPOSSIBLE! It's WRONG. That's not R^2 at all. I assume it's
> > RF> your copying error.
> >
> > or how YOU and the others got the R^2 = -.03 ?
> >
> >
> > I assume it's typo and carelessness respectively, but wanted to know
> > if otherwise.
> >
> > -- Bob.
> >
>
> Typo, yes; but not completely careless

Sorry, the "respctively" did not make it clear that the typo was
referring to ONLY

> > JD> Kleinbaum et al,, latest: (RegSS-ResSS)/TotSS
> >
> > RF> IMPOSSIBLE! It's WRONG. That's not R^2 at all. I assume it's
> > RF> your copying error.

which you posted for the first time. So, what was ACTUALLY in
Kleinbaum's book?


> because I posted a correction
> right after I'd sent the initial message. On my site the original is
> stamped 5:21 pm, the correction at 5:33, and your question about it 7:12
> pm. Perhaps you missed the 5:33 post. It *was* in the same thread, a
> reply to my own post.
>
> --Jerry

The "careless" was referring to

RF> > or how YOU and the others got the R^2 = -.03 ?

In Google, you made THREE consecutive posts, at 8:08 pm, 8:16 pm and
8:27 om of July 12.

Your correction of your own post (8:27 pm) was this:

JD> I've canceled my earlier post, but given the way cancels
JD> propagate, some copies of the original will survive. So, for the
JD> record, keep this post and the one with R^2= -0.03, and ignore the
one
JD> with R^2=0.

You KEPT the R^2 = -.03,

which certainly did not follow from any of the definitions you cited.

-- Bob.

.

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