Dear Stuart,
Since residuals(mod) works for models fit by locfit(), you could calculate
an analog to R^2 as 1 - (sum(residuals(mod)^2)/sum((y - mean(y))^2). I'm
not sure whether you can get residuals from sm.
I hope that this helps,
John
At 03:44 PM 2/3/2004 +, Stuart Leask wrote:
Does any
Does anyone know a rough equivalent of the r-squared statistic for lines or
surfaces fitted to data using local smoothing (eg. using the sm or locfit
libraries)? I feel there must be some manner in which such locally-smoothed
figures explain a fraction of the total squared error in the data... Can
