On 12/06/2011 03:05 PM, Antonio Punzon Merino wrote:
I would like know the way to calculate the variance explained of a
regression tree. I use the function "ctree" from library "party"

ctree does not provide this information by default, but it is not difficult to calculate:

X <- matrix(rnorm(100*10),ncol=10)
y <- X%*%c(rep(2,5),rep(0,5))+rnorm(100)
fit <- ctree(y~.,data=as.data.frame(X))
r <- y - predict(fit)
1-var(r)/var(y)

--
Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky

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