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Re: [S] correlation coefficient from nls

To: kim.pilegaard@risoe.dk
Subject: Re: [S] correlation coefficient from nls
From: dhk@paradox.psych.columbia.edu (Dave Krantz)
Date: Mon, 27 Apr 1998 07:28:59 -0400
Cc: dhk@paradox.psych.columbia.edu, s-news@wubios.wustl.edu
Sender: owner-s-news@wubios.wustl.edu
A value of r^2 always is based (explicitly or implicitly) on a
comparison of two models, usually nested in the sense that the
model with fewer parameters can be viewed as a specialization
of the model with more parameters.  The value of r^2 is then
1 minus the ratio of the smaller to the larger sum of squared
residuals.  Thus, there is no such thing as the r^2 from a single
fitted model--one must always think about what model (perhaps an
implicit "null" model) is held out as a standard of comparison.
Once that is determined, the calculation is straightforward, based
on the sums of squared residuals from the two models.  This is
particularly appropriate for nls(), which minimizes a sum of squares.

Dave Krantz
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