Re: [R] Permutation test and R2 problem

2009-08-14 Thread Meyners, Michael, LAUSANNE, AppliedMathematics
> -Original Message- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Alex Roy > Sent: Freitag, 14. August 2009 12:05 > To: r-help@r-project.org > Subject: [R] Permutation test and R2 problem > > Hi, > > &g

[R] Permutation test and R2 problem

2009-08-14 Thread Alex Roy
Hi, I have optimized the shrinkage parameter (GCV)for ridge and got my r2 value is 70% . to check the sensitivity of the result, I did permutation test. I permuted the response vector and run for 1000 times and draw a distribution. But now, I get r2 values highest 98% and some of them more than