[R] Random Forest %var(y)

From: David Katz <david_at_davidkatzconsulting.com>
Date: Sat, 05 Jul 2008 12:25:16 -0700 (PDT)

The verbose option gives a display like:

> rf.500 <-

+ randomForest(new.x,trn.y,do.trace=20,ntree=100,nodesize=500,

+                importance=T)
     |      Out-of-bag   |
Tree |      MSE  %Var(y) |

  20 | 0.9279 100.84 |

What is the meaning of %var(y)>100%? I expected that to correspond to a model that was worse than random, but the predictions seem much better than that on the o-o-bag estimates from predict(rf.500).

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