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The American Statistician Volume 42, 1988 - Issue 3
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Commentary

Another Cautionary Note about R2: Its Use in Weighted Least-Squares Regression Analysis

John B. Willett Graduate School of Education, Harvard University, Cambridge, Massachusetts, 02138, USA
&
Judith D. Singer Graduate School of Education, Harvard University, Cambridge, Massachusetts, 02138, USA
Pages 236-238 | Received 01 Oct 1986, Published online: 27 Feb 2012

References

  • Box , G. E. P. and Wetz , J. 1973 . “Criteria for Judging Adequacy of Estimation by an Approximating Response Function” , University of Wisconsin, Dept. of Statistics . Technical Report 9
  • Chatterjee , S. and Price , B. 1977 . Regression Analysis by Example , New York : John Wiley .
  • Draper , N. R. 1984 . “The Box-Wetz Criterion Versus R2” . Journal of the Royal Statistical Society , 147 : 100 – 103 . Ser. A
  • Draper , N. R. 1985 . “Corrections: The Box-Wetz Criterion Versus R2” . Journal of the Royal Statistical Society , 148 : 357 Ser. A
  • Draper , N. R. and Smith , H. 1981 . Applied Regression Analysis , New York : John Wiley .
  • Healy , M. J. R. 1984 . “The Use of R2 as a Measure of Goodness of Fit” . Journal of the Royal Statistical Society , 147 : 608 – 609 . Ser. A
  • Kvålseth , T. O. 1985 . “Cautionary Note About R2” . The American Statistician , 39 : 279 – 285 .
  • Mosteller , F. and Tukey , J. W. 1977 . Data Analysis and Regression , Reading , MA : Addison-Wesley .

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