[R] r-squared equivalent for locally-smoothed figures?

Stuart Leask stuart.leask at nottingham.ac.uk
Tue Feb 3 16:44:37 CET 2004

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
such a fraction be obtained from locfit (or sm) objects?


Dr Stuart Leask DM MRCPsych, Senior Lecturer in Clinical Psychiatry
University Dept of Psychiatry, Duncan Macmillan House
Porchester Road, Nottingham. NG3 6AA. UK

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