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Re: computing R-squared with gsl_multifit

From: Patrick Alken <patrick dot alken at colorado dot edu>
To: gsl-discuss at sourceware dot org
Date: Wed, 26 Sep 2007 10:20:05 -0600
Subject: Re: computing R-squared with gsl_multifit
References: <20070925194628.GA22578@hippogriff.physics.drexel.edu> <m3ps054e88.wl%bjg@network-theory.co.uk>

> A question: is the formula the same for both weighted and unweighted
> fits?

No, unfortunately.

R^2 = 1 - chisq / Sum [ w_i * (y_i - mean(y))^2 ].

In the case of weighted data, the mean(y) is also a weighted mean:

mean(y) = 1/sum [ w_i ] * sum [ w_i y_i ]

I looked at the GNU R source to verify all this.

> 
> -- 
> Brian Gough
>

References:
- computing R-squared with gsl_multifit
  - From: Patrick Alken
- Re: computing R-squared with gsl_multifit
  - From: Brian Gough

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