: 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
:
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
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
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.
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
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