Dear Random Forests gurus, I have a question about R^2 provided by randomForest (for regression). I don't succeed in finding this information.
In the help file for randomForest under "Value" it says: rsq: (regression only) - "pseudo R-squared'': 1 - mse / Var(y). Could someone please explain in somewhat more detail how exactly R^2 is calculated? Is "mse" mean squared error for prediction? Is "mse" an average of mse's for all trees run on out-of-bag holdout samples? In other words - is this R^2 based on out-of-bag samples? Thank you very much for clarification! -- Dimitri Liakhovitski MarketTools, Inc. dimitri.liakhovit...@markettools.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.