Hmisc: abs.error.pred – R documentation

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abs.error.pred

Indexes of Absolute Prediction Error for Linear Models

Description

Computes the mean and median of various absolute errors related to ordinary multiple regression models. The mean and median absolute errors correspond to the mean square due to regression, error, and total. The absolute errors computed are derived from \var{Yhat} - median(\var{Yhat}), \var{Yhat} - \var{Y}, and \var{Y} - median(\var{Y}). The function also computes ratios that correspond to R^2 and 1 - R^2 (but these ratios do not add to 1.0); the R^2 measure is the ratio of mean or median absolute Yhat - median(Yhat) to the mean or median absolute Y - median(Y). The 1 - R^2 or SSE/SST measure is the mean or median absolute Yhat - Y divided by the mean or median absolute Y - median(Y).

Usage

abs.error.pred(fit, lp=NULL, y=NULL)

## S3 method for class 'abs.error.pred'
print(x, ...)

Arguments

`fit`	a fit object typically from `lm` or `ols` that contains a `y` vector (i.e., you should have specified `y=TRUE` to the fitting function) unless the `y` argument is given to `abs.error.pred`. If you do not specify the `lp` argument, `fit` must contain `fitted.values` or `linear.predictors`. You must specify `fit` or both of `lp` and `y`.
`lp`	a vector of predicted values (Y hat above) if `fit` is not given
`y`	a vector of response variable values if `fit` (with `y=TRUE` in effect) is not given
`x`	an object created by `abs.error.pred`
`...`	unused

Value

a list of class abs.error.pred (used by print.abs.error.pred) containing two matrices: differences and ratios.

Author(s)

Frank Harrell
Department of Biostatistics
Vanderbilt University School of Medicine
fh@fharrell.com

References

Schemper M (2003): Stat in Med 22:2299-2308.

Tian L, Cai T, Goetghebeur E, Wei LJ (2007): Biometrika 94:297-311.

Examples

set.seed(1)         # so can regenerate results
x1 <- rnorm(100)
x2 <- rnorm(100)
y  <- exp(x1+x2+rnorm(100))
f <- lm(log(y) ~ x1 + poly(x2,3), y=TRUE)
abs.error.pred(lp=exp(fitted(f)), y=y)
rm(x1,x2,y,f)

Hmisc

Harrell Miscellaneous

v4.5-0

GPL (>= 2)

Authors

Frank E Harrell Jr <fh@fharrell.com>, with contributions from Charles Dupont and many others.

Initial release

2021-02-27