Date: Fri, 10 Aug 2007 05:41:45 -0700
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Shiling Zhang <shiling99@YAHOO.COM>
Subject: Re: Negative R-square
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On Aug 10, 6:44 am, list_...@YAHOO.CO.UK (SAS List) wrote:
> I take the residuals from a mixed model and use those as the dependent
> variable in an OLS regression. For one of the groups (dummy=3) i get a
> negative r-square. Is this normal?
> proc reg data=all;
> model y= k o p ;
> by dummy;
I am not sure how you got a negative r-square. It is imposible if a
linear regression model contains a constant term. But WITHOUT a
constant term r-square could be any real number and it means nothing
in linear regression context.