[R] Random Forest %var(y)

David Katz david at davidkatzconsulting.com
Sat Jul 5 21:25:16 CEST 2008

The verbose option gives a display like:

> rf.500 <-
+   randomForest(new.x,trn.y,do.trace=20,ntree=100,nodesize=500,
+                importance=T)
     |      Out-of-bag   |
Tree |      MSE  %Var(y) |
  20 |   0.9279   100.84 |

What is the meaning of %var(y)>100%? I expected that to correspond to a
model that was worse than random, but the predictions seem much better than
that on the o-o-bag estimates from predict(rf.500).
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