GLM_RSQ - R-Squared of GLM Model

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_type)
is the response or the dependent variable data array (one dimensional array of cells (e.g. rows or columns)).
is the independent variables data matrix, such that each column represents one variable.
are the coefficients of the GLM model (a one dimensional array of cells (e.g. rows or columns)).
is the GLM dispersion parameter. Phi is only meaningful for Binomial (1/batch or trial size) and for Guassian (variance).
Distribution 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).
Link Description
1 Identity (residuals ~ Normal distribution)
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.
0 or omitted Plain R-Squared
1 Adjusted R-Squared.


  1. The underlying model is described here.
  2. The number of rows in response variable (Y) must be equal to number of rows of the explanatory variables (X).
  3. 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).
  4. For GLM with Poisson distribution,
    • The values of response variable must be non-negative integers.
    • The value of the dispersion factor (Phi) value must be either missing or equal to one.
  5. 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).
  6. For GLM with Guassian distribution, the dispersion factor (Phi) value must be positive.


Files Examples



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