r-squared equivalent for locally-smoothed figures?
Dear Stuart, Since residuals(mod) works for models fit by locfit(), you could calculate an analog to R^2 as 1 - (sum(residuals(mod)^2)/sum((y - mean(y))^2). I'm not sure whether you can get residuals from sm. I hope that this helps, John
At 03:44 PM 2/3/2004 +0000, Stuart Leask wrote:
Does anyone know a rough equivalent of the r-squared statistic for lines or surfaces fitted to data using local smoothing (eg. using the sm or locfit libraries)? I feel there must be some manner in which such locally-smoothed figures explain a fraction of the total squared error in the data... Can such a fraction be obtained from locfit (or sm) objects? Stuart
____________________________ John Fox Department of Sociology McMaster University email: jfox at mcmaster.ca web: http://www.socsci.mcmaster.ca/jfox