rsq (version 0.6)

rsq: Coefficient of Determination

Description

Calculate the coefficient of determination, aka R^2, for both linear regression models, and generalized linear regression models.

Usage

rsq(fitObj,adj=FALSE)

Arguments

fitObj

an object of class "lm" or "glm", usually, a result of a call to lm, glm, or glm.nb.

adj

logical; if TRUE, calculate the adjusted R^2.

Value

Details

The R^2 relies on the variance function, and reduces to the traditional R^2 when the variance function is constant or linear.

References

Zhang, D. (2016). A coefficient of determination for generalized linear models. The American Statistician, tentatively accepted.

See Also

rsq.partial.

Examples

data(hcrabs)
attach(hcrabs)
y <- ifelse(num.satellites>0,1,0)
bnfit <- glm(y~color+spine+width+weight,family=binomial)
rsq(bnfit)
rsq(bnfit,adj=TRUE)

quasibn <- glm(y~color+spine+width+weight,family=quasibinomial)
rsq(quasibn)
rsq(quasibn,adj=TRUE)

psfit <- glm(num.satellites~color+spine+width+weight,family=poisson)
rsq(psfit)
rsq(psfit,adj=TRUE)

quasips <- glm(num.satellites~color+spine+width+weight,family=quasipoisson)
rsq(quasips)
rsq(quasips,adj=TRUE)

# Effectiveness of Bycycle Safety Helmets in Thompson et al. (1989)
y <- matrix(c(17,218,233,758),2,2)
x <- factor(c("yes","no"))
tbn <- glm(y~x,family=binomial)
rsq(tbn)
rsq(tbn,adj=TRUE)