cancel
Showing results for 
Show  only  | Search instead for 
Did you mean: 
  • Learn how to build custom Python data connectors and further customize JMP’s Data Connector Framework with the Python Data Connector Demo, available now in the JMP Marketplace!
  • See how to create experiments to support product design and ID useful product features. Register for June 12 webinar, 2pm US Eastern Time.

Discussions

Solve problems, and share tips and tricks with other JMP users.
Choose Language Hide Translation Bar
hongyu1
Level I

Question about R2 for weighted linear regression in JMP

I used JMP to conduct a weighted linear regression analysis. However, RSquare value of the regression output by JMP (around 0.76) doesn't match my own calculation using the general formula of R2 = 1 - SS_residual/SS_total (around 0.78).

 

The regression parameters output by JMP match my own calculation, so I suppose the regression was conducted correctly. I was wondering if R2 output by JMP is incorrect, or JMP is using a different formula other than the general formula to calculate R2. 

 

https://en.wikipedia.org/wiki/Coefficient_of_determination

 

Attached is the input data I used for this analysis.

 

1 REPLY 1
Victor_G
Super User

Re: Question about R2 for weighted linear regression in JMP

Hi @hongyu1,

 

You can check the formula used by JMP for the calculation of R² in this section : Summary of Fit

However, using this formula or the one you mentioned leads to identical results, as SS(total) = SS(model) + SS(error).

If I use your formula with the informations provided by JMP, I find the same R² value : 

1 - (SS(error) / SS(total)) = 1 - (1174,3486 / 4971,1282) = 1 - 0,23623382 = 0,763766 (as displayed by JMP on your screenshot).

 

Maybe the difference could be caused by a rounding in the calculation ?

 

Hope this answer will help you,

Victor GUILLER

"It is not unusual for a well-designed experiment to analyze itself" (Box, Hunter and Hunter)

Recommended Articles