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  • r-squared

    I have looked and looked for an .efs of r-squared and can't find one. Can anybody help me out here?

  • #2
    Hi johnsykes,

    There is one in my fileshare in the "Regressions" folder entitled "linear regression 09 25 2004a.efs". There is a link to my fileshare "Functions" in my signature block below.

    It has been a while since I have worked with this particular efs, but after a quick review I included two variations of r-squared (goodness of fit). The particular efs includes both variations btw.

    The first is entitled "rSquared", which matches up with the traditional zero-to-one measurement. The second r-squared variation is one I entitled "hat" (for lack of a better name). It ranges between zero-to-one for a goodness of fit for a regression line with a positive slope. It also goes between zero-to-negative-one for goodness of fit for a regression line with a negative slope.

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