[ncl-talk] Correlation in regline_stats
Buzan, Jonathan
jbuzan at purdue.edu
Mon Apr 12 09:51:35 MDT 2021
Hi NCL-Talk,
I was producing figures using regline_stats and noticed that when I had negative regression coefficients I had a positive correlation R value.
I am reading through the code for regline_stats routine and noticed that the r is calculated from r2, rather than the other way around.
r2 = SSR/SST ; r2 = coefficient of determination. It is
; the square of the Pearson correlation
; coefficient between the observed
; and modeled (predicted) data values
; of the dependent variable. It is
; another measure of 'goodness of fit.'
; biased high, particularly for small N
r2a = r2-(1-r2)*NP/tofloat(dof) ; adjusted r2... better for small N
r = sqrt(r2) ; multiple (overall) correlation
So the R that is produced is an absolute value of the correlation rather than the correlation—is this correct? I thought the R value was supposed to reflect the regression coefficient in terms of sign?
Cheers,
-Jonathan
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