cvlm function

Cross-validation of a Linear Regression Model

Provides cross-validation of a linear regression model

cvlm(form.lm, data, m=10, seed = NULL)

Arguments

• form.lm: formula of the regression model.
• data: data including outcome and covaraites.
• m: the number of folds to be used in cross-validation.
• seed: random starting number used to replicate cross-validation.

Details

This function finds the optimal order of the covariates power series through cross-validation.

Returns

• sumres: Sum of residual squares divided by degree of freedom.

• df: Degree of freedom which equals to the number of valid predictions minus the number of parameters.

• m: the number of folds to be used in cross-validation.

• seed: The random seed.

Note

In making the code, we adopted part of the CVlm in DAAG (Maindonald and Braun, 2015).

https://cran.r-project.org/package=DAAG

Author(s)

Weihua An, Departments of Sociology and Statistics, Indiana University Bloomington, weihuaan@indiana.edu .

Xuefu Wang, Department of Statistics, Indiana University Bloomington, wangxuef@umail.iu.edu .

See Also

larf, npse