[R] Calculating Rsquared values in rpart
Dylan Beaudette
dylan.beaudette at gmail.com
Thu Dec 13 23:50:58 CET 2007
On Thursday 13 December 2007, Frank E Harrell Jr wrote:
> Andrew Park wrote:
> > Hi there
> >
> > In rpart, one can get a graph of R-squared (using rsq.rpart (fit)), in
> > which the x axis is the number of splits, and which contains two lines -
> > an "apparent" R squared and an Rsquared based on the x error.
> >
> > I would like to caclulate these R-squared values, but cannot work out
> > from the output how it is done. Is there any way to access the values
> > that underpin this graph? Alternatively, is there any way to calculate
> > them from the summary data?
> >
> > Thanks in advance,
> >
> > Andy Park
>
> Beware. Yi in his JASA paper about generalized degrees of freedom
> showed that to get an unbiased estimate of R^2 from recursive
> partitioning you have to use the formula for adjusted R^2 with number of
> parameters far exceeding the number of final splits. He showed how to
> estimate the d.f. Recursive partitioning seems to result in simple
> prediction models but this is mainly an illusion.
>
> Frank Harrell
Hi Frank and others,
hapen to have a link / citation for that paper?
thanks!
--
Dylan Beaudette
Soil Resource Laboratory
http://casoilresource.lawr.ucdavis.edu/
University of California at Davis
530.754.7341
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