fn_R2RV

The function calculates a robust version of the coefficient of determination R2RV using the equation Summary values fitted with the robustbase::nlrob() function.

Usage

fn_R2RV(eq)

Arguments

eq

Summary of the equation fitted.

Value

A vector with the robust version of the coefficient of determination R2wa and its adjusted value R2wa_adj were returned as a vector.

Details

This is the consistency corrected robust coefficient of determination by Renaud and Victoria-Feser (2010) which allows for a possible correction factor a for consistency considerations.

Inside the function: The vectors of observed (y1), predicted (yc) and weighted (W) values are obtained from the summary model (eq).

The value of the Weighted Estimate Average (ywea), the modified sum of squares for explained (SSEw), total (SSTw), and residual (SSRw) were estimated.

The correction factor value for consistency considerations a for 95 percent was also obtained from summary model (eq).

A vector with the robust version of the coefficient of determination R2wa and its adjusted value R2wa_adj were returned as a vector.

References

Renaud, O., & Victoria-Feser, M. P. (2010). A robust coefficient of determination for regression. Journal of Statistical Planning and Inference, 140(7), 1852-1862. doi:10.1016/j.jspi.2010.01.008.

Examples

if (FALSE) { # \dontrun{
R2wa <- fn_R2RV(eq)
} # }