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 of freedom of the fit itself (for instance AIC, BIC, GCV,..) Hope this helps you, vito thierrydb ha scritto: > 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 -- ==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Università di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612 ______________________________________________ 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.
