R: Cross-Validation for Linear Regression

cv.lm {DAAG}

R Documentation

Cross-Validation for Linear Regression

Description

This function gives internal and cross-validation measures of predictive accuracy for ordinary linear regression. The data are randomly assigned to a number of `folds'. Each fold is removed, in turn, while the remaining data is used to re-fit the regression model and to predict at the deleted observations.

Usage

cv.lm(df = houseprices, m = 3, form.lm = formula(sale.price ~ area), dots = FALSE,
 seed = 29)

Arguments

df	a data frame
m	the number of folds
form.lm	a formula object
dots	uses pch=16 for the plotting character
seed	random number generator seed

Value

For each fold, a table listing
the residuals
ms = the overall mean square of prediction error

Author(s)

J.H. Maindonald

See Also

lm

Examples

data(houseprices)
cv.lm()

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