R: Indexes of Absolute Prediction Error for Linear Models

abs.error.pred {Hmisc} | R Documentation

## 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
f.harrell@vanderbilt.edu

### References

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

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

### See Also

`lm`, `ols`, `cor`, `validate.ols`

### 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)

[Package Hmisc version 4.0-3 Index]