Luis Pineda wrote: > I gave a quick read to the documentation again and noticed I misinterpreted > it. It was print.summary.areg.boot the method I was referring to (although > the summary error should still work). Sorry for the inconvenience > > Anyway, I used the print method on my |areg.boot| object and I got this: > ------ > Apparent R2 on transformed Y scale: 0.798 > Bootstrap validated R2 : 0.681 > ... > Residuals on transformed scale: > Min 1Q Median 3Q Max > -1.071312e+00 -2.876245e-01 -3.010081e-02 2.123566e-01 1.867036e+00 > Mean S.D. > 1.290634e-17 4.462159e-01 > ------ > I suppose thats the R^2 evaluated using the training set, but how do I > evaluate the performance of the model on a uncontaminated test set?
Please read my last note. Bootstrap validated R2 is corrected for overfitting and is an estimate of the likely future R2 on a totally independent dataset. The bootstrap is more efficient than data splitting for this purpose. Frank > > > On 9/8/05, Luis Pineda <[EMAIL PROTECTED]> wrote: > >>I'm trying to run the print method, but according to the documentation it >>needs as a parameter an object created by |summary.areg.boot| . >> > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html