Or use the summary function on the lm object. "Thomas Stewart" <tgstew...@gmail.com> wrote:
>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 <adamsteve2...@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@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@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:<jdnew...@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-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.
