Raw R2 for the regression-through-the-origin model. As noted earlier, for the regression-through-the-origin regression model the conventionally computed R2 may not be meaningful. One suggested alternative for such models is the so-called "raw" R2, which is defined (for the two-variable case) as follows:

If you compare the raw R2 with the traditional r2 computed from Eq. (3.43), you will see that the sums of squares and cross-products in the raw r2 are not mean-corrected.
For model (2) in Problem 5.22 compute the raw r2. Compare this with the r2 value that you obtained for Model (1) in Problem (5.22). What general conclusion do you draw?

Transcribed Image Text:

( ΣΧǐyF X,Y, )2