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I did a toy experiment with linear regression, but getting different results for $R^2$, could any one help me?

library(ggplot2)
fit=lm(price~carat+depth+table+x+y+z-1,data=diamonds)
summary(fit)
sse=crossprod(diamonds$price-fit$fitted.values)
sst=crossprod(diamonds$price-mean(diamonds$price))
1-sse/sst

enter image description here

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1 Answer 1

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I found the problem.

I am not adding the intercept in the model and without intercept SST is calculated differently, where it should be

crossprod(diamonds$price)

but not

crossprod(diamonds$price-mean(diamonds$price))

I think most books are confusing that just give us the formula to SST as

$$ \|y-\bar y\|^2 $$

but not mention such formula only holds for model with intercept term.

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    $\begingroup$ You're correct but I believe this effectively duplicates a number of questions already on site. $\endgroup$
    – Glen_b
    Commented Sep 4, 2016 at 6:08

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