Skip to content
Prev 176344 / 398503 Next

Concern with randomForest

It's not nodesize in the formula, but var(y) (with divisor n, not n-1).
It's sort of like the adjusted R-squared (because it uses mean squares
instead of sum of squares), but uses the OOB estimate of MSE.  If
there's very little or no explanatory power in the predictor variables,
this statistic would be estimating a very small number (or zero), and
can come out negative.  I would interpret any negative pseudo-R^2 as
indication of very poor model.  

Andy

From: Ryan Harrigan
Notice:  This e-mail message, together with any attachme...{{dropped:12}}