[R] R square for Monotone regression

vito muggeo
Wed, 20 Feb 2008 08:17:58 -0000

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'
Universit? di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
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