i working on regression model in random forest, want judge whether there heteroscedasticity in model or not?
when developing linear model can see there heteroscedasticity , curve looks below graph, want check similar residual plot random forest model.
i working in r.
we can recreate plot residuals predicted values:
#using regression example ?randomforest ozone.rf <- randomforest(ozone ~ ., data=airq, mtry=3, importance=true) #find residuals subtracting predicted acutal values err <- ozone.rf$predicted - airq$ozone #make data frame holding residuals , fitted values df <- data.frame(residuals=err, fitted.values=ozone.rf$predicted) #sort data fitted values df2 <- df[order(df$fitted.values),] #create plot plot(residuals~fitted.values, data=df2) #add origin line @ (0,0) grey color #8 abline(0,0, col=8) #add same smoothing line lm regression color red #2 lines(lowess(df2$fitted.values, df2$residuals), col=2)
update
there easier way. realized plot regression of residuals , fitted values, therefore gives same output:
fitted.values <- ozone.rf$predicted residuals <- fitted.values - ozone.rf$y plot(lm(residuals ~ fitted.values), which=1)
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