cvlm {LARF}

Cross-validation of a Linear Regression Model

Description

Provides cross-validation of a linear regression model

Usage

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.

Value

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, [e-mail].
Xuefu Wang, Department of Statistics, Indiana University Bloomington, [e-mail].

See Also

larf, npse