Calculates the plain coefficient of determination (R-Squared), or the adjusted R-Squared (adjusts for the number of explanatory terms in a model).
GLM_RSQ (Y, X, Betas, Phi, Lvk, Return)
- is the response or the dependent variable data array (a one-dimensional array of cells (e.g., rows or columns)).
- is the independent variables data matrix, so each column represents one variable.
- are the coefficients of the explanatory variables (a one-dimensional array of cells (e.g., rows or columns)).
- is the GLM dispersion paramter. Phi is only meaningful for Binomial (1/batch or trial size) and Gaussian (variance).
Value Phi Gaussian Variance. Poisson 1.0. Binomial Reciprocal of the batch/trial size).
- is the link function that describes how the mean depends on the linear predictor (1 = Identity (default), 2 = Log, 3 = Logit, 4 = Probit, 5 = Log-Log).
Value Lvk 1 Identity (Residuals ~ Normal distribution) (default). 2 Log (Residuals ~ Poisson distribution). 3 Logit (Residuals ~ Binomial distribution). 4 Probit (Residuals ~ Binomial distribution). 5 Complementary log-log (Residuals ~ Binomial distribution).
- is a number that determines the type of return value: 0 (or missing) = Plain R-Squared, 1 = Adjusted R-Squared.
Value Return 0 or omitted Plain R-Squared. 1 Adjusted R-Squared.
- The underlying model is described here.
- The number of rows in the response variable (Y) must be equal to the number of rows of the explanatory variables (X).
- The betas input is optional, but if the user provides one, the number of betas must equal to the number of explanatory variables (i.e., X) plus one (intercept).
- For GLM with Poisson distribution,
- The values of the response variable must be non-negative integers.
- The value of the dispersion factor (Phi) value must be either missing or equal to one.
- For GLM with Binomial distribution,
- The values of the response variable must be non-negative fractions between zero and one, inclusive.
- The value of the dispersion factor (Phi) must be a positive fraction (greater than zero, and less than one).
- For GLM with Gaussian distribution, the dispersion factor (Phi) value must be positive.