Re: [R] How to estimate whether overfitting?

2010-05-11 Thread dluthm
Lianoglou Sent: Sunday, May 09, 2010 6:13 PM To: David Winsemius Cc: r-help@r-project.org; bbslover Subject: Re: [R] How to estimate whether overfitting? On Sun, May 9, 2010 at 11:53 AM, David Winsemius dwinsem...@comcast.net wrote: On May 9, 2010, at 9:20 AM, bbslover wrote: 1. is there some

Re: [R] How to estimate whether overfitting?

2010-05-11 Thread Bert Gunter
-Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of dlu...@yeah.net Sent: Tuesday, May 11, 2010 3:23 AM To: Bert Gunter Cc: r-help@r-project.org Subject: Re: [R] How to estimate whether overfitting? thanks for your help. maybe I have

Re: [R] How to estimate whether overfitting?

2010-05-10 Thread Frank E Harrell Jr
On 05/10/2010 12:32 AM, bbslover wrote: many thanks . I can try to use test set with 100 samples. anther question is that how can I rationally split my data to training set and test set? (training set with 108 samples, and test set with 100 samples) as I know, the test set should the same

Re: [R] How to estimate whether overfitting?

2010-05-10 Thread Bert Gunter
-Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Steve Lianoglou Sent: Sunday, May 09, 2010 6:13 PM To: David Winsemius Cc: r-help@r-project.org; bbslover Subject: Re: [R] How to estimate whether overfitting? On Sun, May 9, 2010 at 11

[R] How to estimate whether overfitting?

2010-05-09 Thread bbslover
1. is there some criterion to estimate overfitting? e.g. R2 and Q2 in the training set, as well as R2 in the test set, when means overfitting. for example, in my data, I have R2=0.94 for the training set and for the test set R2=0.70, is overfitting? 2. in this scatter, can one say this

Re: [R] How to estimate whether overfitting?

2010-05-09 Thread David Winsemius
On May 9, 2010, at 9:20 AM, bbslover wrote: 1. is there some criterion to estimate overfitting? e.g. R2 and Q2 in the training set, as well as R2 in the test set, when means overfitting. for example, in my data, I have R2=0.94 for the training set and for the test set R2=0.70, is

Re: [R] How to estimate whether overfitting?

2010-05-09 Thread Steve Lianoglou
On Sun, May 9, 2010 at 11:53 AM, David Winsemius dwinsem...@comcast.net wrote: On May 9, 2010, at 9:20 AM, bbslover wrote: 1. is there some criterion to estimate overfitting?  e.g. R2 and Q2 in the training set, as well as R2 in the test set, when means overfitting.   for example,  in my

Re: [R] How to estimate whether overfitting?

2010-05-09 Thread bbslover
thanks for your suggestion. many I need to learn indeed. I will buy that good book. kevin -- View this message in context: http://r.789695.n4.nabble.com/How-to-estimate-whether-overfitting-tp2164417p2164847.html Sent from the R help mailing list archive at Nabble.com.

Re: [R] How to estimate whether overfitting?

2010-05-09 Thread Frank E Harrell Jr
On 05/09/2010 10:53 AM, David Winsemius wrote: On May 9, 2010, at 9:20 AM, bbslover wrote: 1. is there some criterion to estimate overfitting? e.g. R2 and Q2 in the training set, as well as R2 in the test set, when means overfitting. for example, in my data, I have R2=0.94 for the training

Re: [R] How to estimate whether overfitting?

2010-05-09 Thread bbslover
thank you, I have downloaded it. studying -- View this message in context: http://r.789695.n4.nabble.com/How-to-estimate-whether-overfitting-tp2164417p2164932.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org

Re: [R] How to estimate whether overfitting?

2010-05-09 Thread bbslover
many thanks . I can try to use test set with 100 samples. anther question is that how can I rationally split my data to training set and test set? (training set with 108 samples, and test set with 100 samples) as I know, the test set should the same distribute to the training set. and what