>I have ran into a situation with an editor: he decidedly wants an
>R-squared value for one of my Non-linear regression trials. It was
>my understanding that r-squared was not suited for non-linear
>reporting, plus it is not reported in splus.
It would be appropriate to report R^2, as a descriptive measure of
goodness of fit of the regression.
Be careful about using the R^2 in a hypothesis test for significance
of the regression - the distribution of the R^2 statistic in nonlinear
regression may not be the same as in linear regression.
>I have been using r^2= 1- (sse/sst) is this a suitable method for NLS?
That gives raw R^2.
It would be better to report an adjusted R^2, adjusted using the estimated
degrees of freedom of the nonlinear regression or smoother.
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| Tim Hesterberg Senior Research Scientist |
| timh@insightful.com Insightful Corp. |
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