From p.dalgaard@biostat.ku.dk  Thu Aug 16 20:31:51 2001
From: p.dalgaard@biostat.ku.dk (Peter Dalgaard BSA)
Date: 16 Aug 2001 21:31:51 +0200
Subject: [Rd] lm() (PR#1059)
In-Reply-To: <3B7C05EF.2066625A@umsanet.edu.bo>
References: <200108161731.TAA19810@pubhealth.ku.dk>
 <3B7C05EF.2066625A@umsanet.edu.bo>
Message-ID: <x27kw37qe0.fsf@blueberry.kubism.ku.dk>

kjetil halvorsen <kjetilh@umsanet.edu.bo> writes:

> Hola!
> 
> This is not an error. If the r-squared is small, the formula 
> defining "adjusted r-square" can give negative values, correctly.

Yep. Essentially it is  100 * "% variance accounted for" and the
variance can be larger under the model than under the null. Whenever
the F for the model is less than 1, in fact.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907
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[Rd] lm() (PR#1059)
Peter Dalgaard BSA