R squared for lm prediction

Or use the summary function on the lm object.

I'm not sure I understand what you want, but here is a guess.

Let y be the hold out response values.  Let y.hat be the model predictions
for the corresponding ys.

The key is to remember that R^2 = cor( y , y.hat )^2.

So,

cor( cbind(y,y.hat))[1,2]^2

should give you a measure you want.

-tgs

On Mon, Oct 4, 2010 at 10:06 PM, Brima <adamsteve2000 at yahoo.com> wrote:

Hi all,

I have used a hold out sample to predict a model but now I want to compute
an R squared value for the prediction. Any help is appreciated.

Best regards
--
View this message in context:
http://r.789695.n4.nabble.com/R-squared-for-lm-prediction-tp2955328p2955328.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help at 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.

[[alternative HTML version deleted]]

______________________________________________
R-help at 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.
---------------------------------------------------------------------------
Jeff Newmiller                        The     .....       .....  Go Live...
DCN:<jdnewmil at dcn.davis.ca.us>        Basics: ##.#.       ##.#.  Live Go...
                                      Live:   OO#.. Dead: OO#..  Playing
Research Engineer (Solar/Batteries            O.O#.       #.O#.  with
/Software/Embedded Controllers)               .OO#.       .OO#.  rocks...1k
---------------------------------------------------------------------------
Sent from my phone. Please excuse my brevity.

R squared for lm prediction

Thread (4 messages)