Re: [R] R square for Monotone regression

Dear Thierry, I do not know fdrtool::monoreg(), however I think that the simple R^2 is meaningless in thise case. An unconstrained (non-monotonic) fit will have always a higher R^2 and more degrees-of-freedom. A better approach would use any goodness-of-fit criterion penalized for the degrees o

[R] R square for Monotone regression

I'm using the monoreg function (with weights) from the fdrtool package. How can I calculate the R square for this type of regression? Thanks for your help, Thierry -- View this message in context: http://www.nabble.com/R-square-for-Monotone-regression-tp15580803p15580803.html Sent from the