R2(object,...)
## S3 method for class 'lm':
R2(object,...,adjust=TRUE,ref=0)
## S3 method for class 'default':
R2(object,...,ref=0)
Arguments
object
a statistical model
...
further not yet used parameters
adjust
Logical, whether the estimate of R2 should be adjusted
for the degrees of freedom of the model.
ref
A reference model for computation of a relative $R^2$.
Value
The R2 measure of determination.
Details
The $R^2$ measure of determination is defined as:
$$R^2=1-\frac{var(residuals)}{var(data)}$$
and provides the portion of variance explained by the model. It is a
number between 0 and 1, where 1 means the model perfectly explains the
data and 0 means that the model has no better explanation of the data
than a constant mean. In case of multivariate models metric variances
are used.
If a reference model is given by ref, the variance of the
residuals of that models rather than the variance of the data is
used. The value of such a relative $R^2$ estimates how much
of the residual variance is explained.
If adjust=TRUE the unbiased estiamators for the variances are
used, to avoid the automatisme that a more parameters automatically
lead to a higher $R^2$.