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RE: st: RE: variance of R2


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: variance of R2
Date   Wed, 08 Aug 2007 15:12:06 -0500

At 01:53 PM 8/8/2007, Nick Cox wrote:
Like at least some others I am somewhat bemused
by this thread.

The need to compare models is something we perhaps
can all relate to. My own bias is that I would
rather look at two residual vs fitted plots or
even observed vs fitted plots than play games
with R-square, however customary that may be.

Measuring how well you have done something
is not going to tell much about why you
are doing well or badly, or where to move next.

Nick
n.j.cox@durham.ac.uk
Here is my own little handout on the evils of R^2, with an emphasis on using R^2 for cross-population comparisons:

http://www.nd.edu/~rwilliam/stats2/l72.pdf


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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