[R] model R^2 and partial R^2 values
Mark Difford
mark_difford at yahoo.co.uk
Sat Mar 1 08:21:21 CET 2008
Hi Mirela,
>> Are the relative R^2 values the CP values?
No. CP is your complexity parameter.
>> I’ve read that the R^2 = 1-rel error, so I am assuming that in my case
>> this
>> would be 1-0.64949. Is this correct?
Yes. See ?rsq.rpart, and run the example, which I've copied below.
##
par(ask=T)
z.auto <- rpart(Mileage ~ Weight, car.test.frame)
rsq.rpart(z.auto)
par(ask=F)
The values plotted in graph-1 come from 1-rel.error and 1-xerror.
HTH, Mark.
Mirela Tulbure wrote:
>
> Dear R-list members,
>
> I am doing a CART analysis in R using the rpart function in the rpart
> package:
> Phrag.rpart=rpart(PhragDiff~., data = Phrag, method="anova", xval=10).
>
> I used the xerror values in the CP table to prune the tree to 4 nsplits:
>
> CP nsplit rel error xerror xstd
> 1 0.098172 0 1.00000 1.02867 0.12768
> 2 0.055991 3 0.70548 1.00823 0.12911
> 3 0.029306 4 0.64949 0.83275 0.12074
> 4 0.018943 5 0.62019 0.86994 0.12467
> 5 0.010503 6 0.60124 0.86975 0.12080
> 6 0.010000 7 0.59074 0.87944 0.11757
>
> I would like to get R^2 values for the model as well as partial R^2 values
> for each split.
> I’ve read that the R^2 = 1-rel error, so I am assuming that in my case
> this would be 1-0.64949. Is this correct? Are the relative R^2 values the
> CP values?
>
> Your help would be much appreciated. Many thanks in advance,
>
> Mirela
>
>
>
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