Re: [Gnuplot-info] =?iso-8859-15?q?Fiting_and_R=B2?=

[<br...@ph...>]

SB wrote:

> After half a day on the web I learned a little about statistics, bu=
t I
> couldn't find out how to interpret the correlation matrix. Also I a=
m
> still without ideas how to transform it to receive R=B2.=20

Well, to cut a long story short: R^2 is the square of the off-diagona=
l=20
element of the correlation matrix --- *iff* the fit is a simple linea=
r=20
regression: y =3D a*x + b

> For some reason the bottom left value (in this case -0.684) seems t=
o
> depend only on the number of points that are fitted.=20

Then I must assume you didn't try sufficiently diverse data sets.
The correlation should only depend on the number of data points if yo=
u=20
varied the data set size by restricting the x or y range of a linearl=
y=20
ordered data set.