Groups | Search | Server Info | Keyboard shortcuts | Login | Register [http] [https] [nntp] [nntps]

Groups > comp.graphics.apps.gnuplot > #2189

Re: Calculate R-squared value from gnuplot 'fit' output?

Show all headers | View raw

El miércoles, 28 de diciembre de 2011 15:14:18 UTC-5, Mike  escribió:
> OK, my statistics is perhaps not what it should be. I have a script
> 
> make a linear fit of some x-y pairs:
> 
> 
> 
> #
> 
> # Correlations
> 
> #
> 
> set xdata
> 
> set format x
> 
> set term png size 400, 400
> 
> f(x) = m*x + b
> 
> set output "./corr-00.png"
> 
> fit f(x) "2011-10.dat" using 2:3 via m,b
> 
> plot "2011-10.dat" using 2:3 t "C1 vs C2" with dots, f(x) title "Model
> 
> Fit"
> 
> 
> 
> And I get the following output, just showing the end here:
> 
> 
> 
>  Iteration 0
> 
>  WSSR        : 9404.93           delta(WSSR)/WSSR   : 0
> 
>  delta(WSSR) : 0                 limit for stopping : 1e-05
> 
>  lambda	  : 7.53716
> 
> 
> 
> After 3 iterations the fit converged.
> 
> final sum of squares of residuals : 1980.57
> 
> rel. change during last iteration : -5.27226e-11
> 
> 
> 
> degrees of freedom    (FIT_NDF)                        : 4462
> 
> rms of residuals      (FIT_STDFIT) = sqrt(WSSR/ndf)    : 0.66624
> 
> variance of residuals (reduced-chisquare) = WSSR/ndf   : 0.443875
> 
> 
> 
> Final set of parameters            Asymptotic Standard Error
> 
> =======================            ==========================
> 
> 
> 
> m               = 0.889071         +/- 0.002949     (0.3317%)
> 
> b               = 0.881951         +/- 0.03129      (3.548%)
> 
> 
> 
> 
> 
> correlation matrix of the fit parameters:
> 
> 
> 
>                m      b
> 
> m               1.000
> 
> b              -0.948  1.000
> 
> 
> 
> Shouldn't I be able to calculate the R-squared value from this data? I
> 
> read in wikipedia that
> 
> 
> 
> R^2 1 - (SS_err / SS_tot)
> 
> 
> 
> and that WSSR is SS_err, as far as I can make out. Can anyone help me
> 
> with SS_tot or another way to do it?
> 
> 
> 
> Thanks!

Try using this instead:
stats 'file.dat' using 1:2 name "A"

In should print out something like this:
* FILE: 
  Records:      21
  Out of range:  0
  Invalid:       0
  Blank:         1
  Data Blocks:   1

* COLUMNS:
  Mean:        500.0000             7.5762
  Std Dev:     302.7650             3.9789
  Sum:       10500.0000           159.1000
  Sum Sq.:  7.17500e+06          1537.8300

  Minimum:       0.0000 [ 0]        1.0000 [ 0]
  Maximum:    1000.0000 [20]       14.1000 [20]
  Quartile:    250.0000             4.5000
  Median:      500.0000             7.2000
  Quartile:    750.0000            11.1000

  Linear Model: y = 0.01311 x + 1.019
  Correlation:  r = 0.9979
  Sum xy:       1.048e+05

Back to comp.graphics.apps.gnuplot | Previous | Next — Next in thread | Find similar

Thread

Re: Calculate R-squared value from gnuplot 'fit' output? benjamin.chen@aztopia.com - 2013-11-04 19:17 -0800
  Re: Calculate R-squared value from gnuplot 'fit' output? Karl <mail.kfr@gmx.net> - 2013-11-05 14:14 +0100
    Re: Calculate R-squared value from gnuplot 'fit' output? ooe@st-andrews.ac.uk - 2014-12-10 16:09 -0800

csiph-web