getR2.R

getR2.R

getR2 <- function(Y,X){
    fitted  <- t(solve(t(X)%*%X) %*% t(X) %*% t(Y)) %*% t(X)
    res     <- Y-fitted
    Y.demeaned <- t(scale(t(Y), center=TRUE, scale=FALSE))
    ssres   <- rowSums(res^2)
    sstot   <- rowSums(Y.demeaned^2)
    1-ssres/sstot
}


getAdjustedR2 <- function(Y,X){
    fitted  <- t(solve(t(X)%*%X) %*% t(X) %*% t(Y)) %*% t(X)
    res     <- Y-fitted
    Y.demeaned <- t(scale(t(Y), center=TRUE, scale=FALSE))
    ssres   <- rowSums(res^2)
    sstot   <- rowSums(Y.demeaned^2)
    R2 <- 1-ssres/sstot
    p <- ncol(X)-1
    n <- nrow(X)
    adjusted <- R2-(1-R2)*(p/(n-p-1))
    adjusted
}