Corrcoef and R^2 definition give different R^2 values
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Hi everyone,
I am trying to calculate R^2 value for my data and simulation. I used two different ways.
First one,
C = corrcoef(ydata,simulation);
rsq1 = C(1,2).^2;
Second one,
rsq2 = 1 - norm(ydata-simulation)^2 / norm(ydata-mean(ydata))^2;
They should be the same, but actually, the second one is smaller than the first one. Could anyone tell me what is a possible reason for that? Thanks a lot!
Rui
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Answers (2)
Tom Lane
on 27 Oct 2012
I would expect your formula to work if simulation is a set of predicted values from fitting ydata using least squares as a function of a set of predictors, including a constant term. Otherwise maybe not.
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