topic Re: proc reg what is the r-squared really for in SAS Procedures

proc reg what is the r-squared really for

deleted_user — Wed, 14 Oct 2009 18:30:04 GMT

someone asked the question here

how is the r-squared from the proc reg computed and what is it used for?

I tried to explain but failed.

any ideas appreciated

Re: proc reg what is the r-squared really for

Doc_Duke — Wed, 14 Oct 2009 18:52:39 GMT

This note may help.

http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/statug_introreg_sect009.htm

It doesn't get to the history of the term. If the regression has just one continuous predictor, then the r-squared is algebraically identical to the squared Pearson correlation coefficient, though the interpretation (causation vs association) is different.

Re: proc reg what is the r-squared really for

deleted_user — Wed, 14 Oct 2009 19:00:49 GMT

ah but when they calculated the correlation in excel the number was not the same

anyone know what excel is really doing?

Re: proc reg what is the r-squared really for

Paige — Wed, 14 Oct 2009 19:02:20 GMT

I don't know what Excel is really doing ... but ... no one should be using Excel for statistical calculations. There have been paper after paper showing flaws in Excel's algorithm. Sometimes, it isn't able to compute variances properly.

Re: proc reg what is the r-squared really for

deleted_user — Wed, 14 Oct 2009 19:12:31 GMT

I'd love a reference

I get tired of numbers not coming out the same when someone does the same thing in excel and points out that the numbers are different

Re: proc reg what is the r-squared really for

Doc_Duke — Thu, 15 Oct 2009 03:07:21 GMT

just go to Google scholar and search for
excel statistics accuracy
and you will find a host of references.

Re: proc reg what is the r-squared really for

Paige — Thu, 15 Oct 2009 16:24:05 GMT

From "On the accuracy of statistical procedures in Microsoft Excel 2007", B.D. McCullough and and David A. Heiser, Computational Statistics & Data Analysis
Volume 52, Issue 10, 15 June 2008, Pages 4570-4578.

"The statistical literature has regularly identified flaws in Excel’s statistical procedures at least since Sawitzki (1994), and Microsoft has repeatedly proved itself incapable of providing reliable statistical functionality. It is little wonder that introductory texts on statistics warn students not to use Excel when the results matter (e.g., Keller (2001) and Levine et al. (2002))."

Re: proc reg what is the r-squared really for

deleted_user — Thu, 15 Oct 2009 19:49:13 GMT

how bad are any of these problems with excel?

Re: proc reg what is the r-squared really for

Paige — Thu, 15 Oct 2009 19:51:17 GMT

Bad enough so that "introductory texts on statistics warn students not to use Excel when the results matter". In other words, we're not talking about advanced methods in bioinformatics that involve millions of data points ... we are talking about every day statistics.

Do your results matter? Message was edited by: Paige

Re: proc reg what is the r-squared really for

deleted_user — Thu, 15 Oct 2009 20:01:46 GMT

one of the things that has been done here and other places where I've worked is using excel addons for monte carlo simulation work like crystal ball. Do these problems persist there?