OLS fit indices: variance partition, R squared, adjusted R squared, F

Equations 2.11 to 2.17 of Weisburd et al. (2022). Mirrors ca2e11 to ca2e17.

Usage

morie_fit_indices(y, yhat, k = 1)

Arguments

y

Observed response.

yhat

Fitted values.

k

Number of independent variables.

Value

List with variances, sums of squares, r2, adj_r2, f_from_r2.

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
morie_fit_indices(V, V)
#> $var_total
#> [1] 5.25
#> 
#> $var_model
#> [1] 5.25
#> 
#> $var_resid
#> [1] 0
#> 
#> $ss_total
#> [1] 42
#> 
#> $ss_model
#> [1] 42
#> 
#> $ss_resid
#> [1] 0
#> 
#> $r2
#> [1] 1
#> 
#> $adj_r2
#> [1] 1
#> 
#> $f_from_r2
#> [1] Inf
#> 
#> $n
#> [1] 8
#>