Hi I am running some simulation in R after resampling from a huge data set 500 columns and 86759 rows and fit these two model and calculate R-square fit <- lm(Y~X,weights = Weights) bhat <- coef(fit) Yhat <- X%*%bhat SST <- sum((Y - mean(Y))^2) SSE <- sum((Y - Yhat)^2) MSE <- SSE/(n-pc) aRsqr <- 1-(((n-1)*SSE)/((n-pc)*SST))
and the GLM Model fitGLM <- glm(Y~X,family=Gamma(link = "log")) Yhat <-exp( X%*%bhat ) SST <- sum((Y - mean(Y))^2) SSE <- sum((Y - Yhat)^2) MSE <- SSE/(n-pc) aRsqr <- 1-(((n-1)*SSE)/((n-pc)*SST)) I am getting a negative R-square which I don't understand why? Can some one let me know why and if I can investigate that how I do that. Thanks -- View this message in context: http://r.789695.n4.nabble.com/GLM-and-WLS-tp4648531.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
