From Joaquin Diaz-Saiz" <xoaquin@computer.org  Fri Aug 17 02:52:05 2001
From: Joaquin Diaz-Saiz" <xoaquin@computer.org (Joaquin Diaz-Saiz)
Date: Thu, 16 Aug 2001 20:52:05 -0500
Subject: [Rd] lm() (PR#1059)
References: <E09E527B56BE2D438A3D6A246DDD27A9048F1A@Roper-CV.qld.cmis.csiro.au>
Message-ID: <002301c126bf$493f9fc0$bff2520c@usinet.xoaquin>

To all the people involved:

I incorrectly reported the negative value of the adjusted R-squared as a bug
in the last version of R.

I was not careful enough in checking the details and I apologize for the
time that some people had to waste. I will be more careful next time.

Some packages report values greater that or equal to zero and use zero when
negative, but certainly this is not necessary.

Joaquin Diaz-Saiz

----- Original Message -----
From: "Venables, Bill (CMIS, Cleveland)" <Bill.Venables@CMIS.CSIRO.AU>
To: "'JDiaz-Saiz@uh.edu'" <JDiaz-Saiz@UH.EDU>; <r-devel@stat.math.ethz.ch>
Cc: <R-bugs@biostat.ku.dk>
Sent: Thursday, August 16, 2001 6:23 PM
Subject: RE: [Rd] lm() (PR#1059)


> Where's the bug?
>
> The adjusted R-squared is an approximately unbiased estimator of the true
> R^2.  Like most unbiased estimators of positive parameters it can
sometimes
> take on negative values.  Most people will understand this, too, so I
don't
> see much point in artificially replacing the result by zero if its value
is
> negative.
>
> Bill Venables.
>
> -----Original Message-----
> From: JDiaz-Saiz@uh.edu [mailto:JDiaz-Saiz@uh.edu]
> Sent: Friday, 17 August 2001 3:31 AM
> To: r-devel@stat.math.ethz.ch
> Cc: R-bugs@biostat.ku.dk
> Subject: [Rd] lm() (PR#1059)
>
>
> Full_Name: Joaquin Diaz-Saiz
> Version: 1.3.0
> OS: Windows
> Submission from: (NULL) (129.7.120.106)
>
>
> The lm() function applied to a particular data set produces a negative
value
> for
> the adjusted R-square. See the output below.
>
>
> =======================================================
> R : Copyright 2001, The R Development Core Team
> Version 1.3.0  (2001-06-22)
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type `license()' or `licence()' for distribution details.
>
> R is a collaborative project with many contributors.
> Type `contributors()' for more information.
>
> Type `demo()' for some demos, `help()' for on-line help, or
> `help.start()' for a HTML browser interface to help.
> Type `q()' to quit R.
>
> [Previously saved workspace restored]
>
> > w<-read.table("accres.txt")
> > w
>    V1 V2
> 1   9  1
> 2   3  1
> 3   8  1
> 4   7  1
> 5  12  1
> 6   4  0
> 7  13  0
> 8  10  0
> 9   9  0
> 10  9  0
> 11  6  0
> > x<-w$V1
> > t<-w$V2
> > x
>  [1]  9  3  8  7 12  4 13 10  9  9  6
> > t
>  [1] 1 1 1 1 1 0 0 0 0 0 0
> > out<-lm(x~t)
> > summary(out)
>
> Call:
> lm(formula = x ~ t)
>
> Residuals:
>    Min     1Q Median     3Q    Max
>  -4.80  -1.65   0.50   1.35   4.50
>
> Coefficients:
>             Estimate Std. Error t value Pr(>|t|)
> (Intercept)    8.500      1.307   6.502 0.000111 ***
> t             -0.700      1.939  -0.361 0.726443
> ---
> Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
>
> Residual standard error: 3.202 on 9 degrees of freedom
> Multiple R-Squared: 0.01427,    Adjusted R-squared: -0.09525
> F-statistic: 0.1303 on 1 and 9 DF,  p-value: 0.7264
>
> >
>
>
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
-.
> -.-
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[Rd] lm() (PR#1059)
Joaquin Diaz-Saiz