[R package] R-Squared Calculation in Simple Linear Regression with Zero Intercept (Feat. Intercept0)
In my previous article, I suggested when forcing the intercept to zero in simple linear regression model, the existing calculation R2 = SSR / SST is incorrect. Instead, when forcing the intercept to zero, R2 should be calculated as shown below. 1 – SSE (when intercept is 0) / SST (when intercept exists) ■ R-Squared Calculation in Linear Regression with Zero Intercept This is because that only the SSE (Sum of Squared Error) is calculated as Σ(yi – ŷi)2, regardless of the presence of an…