[R] R2 function from PLS to use a model on test data
Addi Wei
addiwei at gmail.com
Wed Jul 7 21:49:40 CEST 2010
Hello,
I am having some trouble using a model I created from plsr (of train) to
analyze each invididual R^2 of the 10 components against the test data. For
example:
mice1 <- plsr(response ~factors, ncomp=10 data=MiceTrain)
R2(mice1) ##this provides the correct R2 for the Train data for 10
components
## Now my next objective is to calculate my model's R2 for each component on
the Test data. (In other words - test how good the model is on test data)
The only thing I need are the MiceTest.response, and compare that with
predict(mice1, ncomp=1, newdata=MiceTest , and I should be able to calculate
R2.....but I can't figure out the correct command to do this. I tried the
command below, which does provide a different R2 response, however, I'm not
sure it is correct as I get a different R^2 value from another software MOE
( Molecular Operating Environment ).
R2(mice1, estimate="test", MiceTest)
Is the above the correct code to achieve what I'm doing? If so, then MOE
probably uses a different function to calculate the model component's R^2
for Test data.
Thanks in advance.
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