Re: [R] Calculating Rsquared values in rpart

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Thu, 13 Dec 2007 18:06:56 -0500

The author is actually "Ye", and not "Yi". It is titled "On Measuring and correcting the effects of data mining and model selection" by Jianming Ye, JASA(1998). Here is link from JSTOR:

http://www.jstor.org/view/01621459/di015668/01p00145/0?currentResult=0162145 9%2bdi015668%2b01p00145%2b0%2cFF15&searchUrl=http%3A%2F%2Fwww.jstor.org%2Fse arch%2FAdvancedResults%3Fhp%3D25%26si%3D1%26q0%3DYe%2Bdata%2Bmining%26f0%3D% 26c0%3DAND%26wc%3Don%26sd%3D%26ed%3D%26la%3D%26dc%3DStatistics

Ravi.



Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan_at_jhmi.edu

Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html  



-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of Dylan Beaudette
Sent: Thursday, December 13, 2007 5:51 PM To: r-help_at_r-project.org
Cc: Andrew Park
Subject: Re: [R] Calculating Rsquared values in rpart

On Thursday 13 December 2007, Frank E Harrell Jr wrote:
> Andrew Park wrote:
> > Hi there
> >
> > In rpart, one can get a graph of R-squared (using rsq.rpart (fit)), in
> > which the x axis is the number of splits, and which contains two lines -
> > an "apparent" R squared and an Rsquared based on the x error.
> >
> > I would like to caclulate these R-squared values, but cannot work out
> > from the output how it is done. Is there any way to access the values
> > that underpin this graph? Alternatively, is there any way to calculate
> > them from the summary data?
> >
> > Thanks in advance,
> >
> > Andy Park
>
> Beware. Yi in his JASA paper about generalized degrees of freedom
> showed that to get an unbiased estimate of R^2 from recursive
> partitioning you have to use the formula for adjusted R^2 with number of
> parameters far exceeding the number of final splits. He showed how to
> estimate the d.f. Recursive partitioning seems to result in simple
> prediction models but this is mainly an illusion.
>
> Frank Harrell

Hi Frank and others,

hapen to have a link / citation for that paper?

thanks!

-- 
Dylan Beaudette
Soil Resource Laboratory
http://casoilresource.lawr.ucdavis.edu/
University of California at Davis
530.754.7341

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Received on Thu 13 Dec 2007 - 23:16:27 GMT

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