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    • Proposal:
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      Set in case of const=TRUE()

      // SS_{resid} = sum from i=1 to k ((a+ sum from j=1 to n b_j x_{i j})-y_i)^2
      
      // SS_{reg} = sum from i=1 to k ((a+ sum from j=1 to n b_j x_{i j})-overline y)^2
      
      // R^2 = SS_reg over {sum from i=1 to k (y_i- overline y)^2}
      

      and in case of const=FALSE()

      // SS_{resid} = sum from i=1 to k ((sum from j=1 to n b_j x_{i j})-y_i)^2
      
      // SS_{reg} = sum from i=1 to k (sum from j=1 to n b_j x_{i j})^2
      
      // R^2 = SS_reg over {sum from i=1 to k y_i^2}
      
      Show
      Set in case of const=TRUE() // SS_{resid} = sum from i=1 to k ((a+ sum from j=1 to n b_j x_{i j})-y_i)^2 // SS_{reg} = sum from i=1 to k ((a+ sum from j=1 to n b_j x_{i j})-overline y)^2 // R^2 = SS_reg over {sum from i=1 to k (y_i- overline y)^2} and in case of const=FALSE() // SS_{resid} = sum from i=1 to k ((sum from j=1 to n b_j x_{i j})-y_i)^2 // SS_{reg} = sum from i=1 to k (sum from j=1 to n b_j x_{i j})^2 // R^2 = SS_reg over {sum from i=1 to k y_i^2}

      Description

      The formulas for SS~resid~ and SS~reg~ and R2 have wrong index.

      For example for case const=TRUE() it is

      // SS_{resid} = sum from j=1 to k ((a+ sum from i=1 to n b_j x_{i j})-y_i)^2
      

      but it should be

      // SS_{resid} = sum from i=1 to k ((a+ sum from j=1 to n b_j x_{i j})-y_i)^2
      

      The current version makes no sense because currently the index of b refers to the outer sum and the index of y refers to the inner sum.

      For the other cases see the proposal.

      Please Andreas, have a look.

       

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              Reporter:
              regina.henschel Regina Henschel
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