Perhaps I did not make clear that this is not my code - it is the code in summary.lm. I used square brackets to try to make my edited version of the text intelligible - print summary.lm and you will see where my version fits in. ________________________________________ From: R-help <r-help-boun...@r-project.org> on behalf of hd625b <hd6...@gmail.com> Sent: Friday, 8 April 2016 9:51 a.m. To: r-help@r-project.org Subject: Re: [R] R.squared in summary.lm with weights
Do you mean w <- z$residuals ? Type names(z) to see the list of item in your model. I ran your code on a lm and it work fine. You don't need the brackets around mss <- Michael Long On 04/07/2016 02:21 PM, Murray Efford wrote: > Following some old advice on this list, I have been reading the code for > summary.lm to understand the computation of R-squared from a weighted > regression. Usually weights in lm are applied to squared residuals, but I see > that the weighted mean of the observations is calculated as if the weights > are on the original scale: > > [...] > f <- z$fitted.values > w <- z$weights > [...] > m <- sum(w * f/sum(w)) > [mss <-] sum(w * (f - m)^2) > [...] > > This seems inconsistent to me. What am I missing? > > Murray Efford > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.