It actually means that the MSE (0.04605) is 130.42% of var(y), thus the model had not provided any better explanatory power than predicting by mean(y). The pseudo R^2 is just 100% - 130.42% = -30.42%. Remember that this is not the resubstituttion estimate because it is computed from the OOB estimate of MSE.
HTH, Andy > -----Original Message----- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Ryan Harrigan > Sent: Sunday, June 07, 2009 9:38 PM > To: r-help@r-project.org > Subject: [R] Random Forest % Variation vs Psuedo-R^2? > > Hi all (and Andy!), > When running a randomForest run in R, I get the last part > of an output > (with do.trace=T) that looks like this: > > 1993 | 0.04606 130.43 | > 1994 | 0.04605 130.40 | > 1995 | 0.04605 130.43 | > 1996 | 0.04605 130.43 | > 1997 | 0.04606 130.44 | > 1998 | 0.04607 130.47 | > 1999 | 0.04606 130.46 | > 2000 | 0.04605 130.42 | > > With the first column representing the iteration, the second column > representing the OOB MSE, and the last column representing > the %Var(y). If I > calculate a "Psuedo-R^2" from these numbers, I would get; > > 1-(.04605/1.3042) = 0.965 > > Here's the question, if I look at the summary of forest.rf > (this same run), > I get the following; > > randomForest(formula = Prev ~ ., data = plas, ntree = 2000, > importance = > TRUE, do.trace = T) > Type of random forest: regression > Number of trees: 2000 > No. of variables tried at each split: 5 > > Mean of squared residuals: 0.04605177 > % Var explained: -30.42 > > What does that -30.42 % Var explained relate to? I find it > interesting that > the %Var(y) is 130.42, and that the %Var explained is a very > similar number, > but have no idea how they are related. From my calculations, > it seems like I > have a good predictor set (Psuedo R^2 over 95%), but am I > missing something? > > Cheers, > > Ryan > > > -- > Ryan Harrigan, Ph.D. > Center for Tropical Research > Institute of the Environment > University of California, Los Angeles > La Kretz Hall, Suite 300 > Box 951496 > Los Angeles, CA 90095-1496 > 203-804-9505 > ilu...@ucla.edu > > ______________________________________________ > 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. > Notice: This e-mail message, together with any attachme...{{dropped:12}} ______________________________________________ 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.
