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Re: st: FW: Model SS/R-square in nl
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: FW: Model SS/R-square in nl
Date
Fri, 1 Jul 2011 08:26:05 +0100
You are quite correct on this point. Sorry; I was thinking of power
functions x^constant which are a current preoccupation of mine, but
constant^x is indeed 1 when x is 0.
The wider point is that R-square has different definitions which
aren't guaranteed to coincide. If you want R-square to equal the
square of corr(observed, predicted) you need to calculate that
directly. See e.g.
FAQ . . . . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
9/03 How can I get an R-squared value when a Stata command
does not supply one?
http://www.stata.com/support/faqs/stat/rsquared.html
Although the question there is not yours, the answer is I think relevant.
On Thu, Jun 30, 2011 at 9:24 PM, CJ Lan <[email protected]> wrote:
[...]
> The curve will not be forced through the origin. The curve of the 1st model starts at (b0+b1=45.6) and decreases at an exponential rate. Similarly the curve of the 2nd model starts at (b1=44.5) and decreases at a similar exponential rate.
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