Re: [R] Random Forests: Question about R^2

2009-04-21 Thread Liaw, Andy
: that should have been sum(residual^2)! -Original Message- From: Dimitri Liakhovitski [mailto:ld7...@gmail.com] Sent: Monday, April 13, 2009 4:35 PM To: Liaw, Andy Cc: R-Help List Subject: Re: [R] Random Forests: Question about R^2 Andy, thank you very much! One

Re: [R] Random Forests: Question about R^2

2009-04-20 Thread Dimitri Liakhovitski
: Apologies: that should have been sum(residual^2)! -Original Message- From: Dimitri Liakhovitski [mailto:ld7...@gmail.com] Sent: Monday, April 13, 2009 4:35 PM To: Liaw, Andy Cc: R-Help List Subject: Re: [R] Random Forests: Question about R^2 Andy, thank you very much! One

Re: [R] Random Forests: Question about R^2

2009-04-13 Thread Liaw, Andy
MSE is the mean squared residuals. For the training data, the OOB estimate is used (i.e., residual = data - OOB prediction, MSE = sum(residuals) / n, OOB prediction is the mean of predictions from all trees for which the case is OOB). It is _not_ the average OOB MSE of trees in the forest. I

Re: [R] Random Forests: Question about R^2

2009-04-13 Thread Dimitri Liakhovitski
Andy, thank you very much! One clarification question: If MSE = sum(residuals) / n, then in the formula (1 - mse / Var(y)) - shouldn't one square mse before dividing by variance? Dimitri On Mon, Apr 13, 2009 at 10:52 AM, Liaw, Andy andy_l...@merck.com wrote: MSE is the mean squared residuals.

[R] Random Forests: Question about R^2

2009-04-10 Thread Dimitri Liakhovitski
Dear Random Forests gurus, I have a question about R^2 provided by randomForest (for regression). I don't succeed in finding this information. In the help file for randomForest under Value it says: rsq: (regression only) - pseudo R-squared'': 1 - mse / Var(y). Could someone please explain in