RE: [R] lme How to validate a model with a validation set and a t est set

From: Austin, Matt <maustin_at_amgen.com>
Date: Thu 12 May 2005 - 04:16:38 EST

If you used all 28 animals to find the model out of a group of candidate models, I would have my reservations about this 'validation'. Any confidence intervals you get from the final model are bound to be overly optimistic because you haven't accounted for the degrees of freedom chewed up during the model fitting/finding process.

Matt Austin
Statistician

Amgen
One Amgen Center Drive
M/S 24-2-C
Thousand Oaks CA 93021
(805) 447 - 7431

"Today has the fatigue of a Friday and the desperation of a Monday" -- S. Pearce 2005

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch]On Behalf Of Laurent Fanchon Sent: Wednesday, May 11, 2005 9:56 AM
To: r-help@stat.math.ethz.ch
Subject: [R] lme How to validate a model with a validation set and a test set

Dear all,

I am still trying to fit a model for habituation with lme (Dogs are trotting on a treadmill once a week during 4 consecutive weeks). I have maybe found a good one.
In order to validate it, I would like to split my data. I have 28 dogs, I am thinking to build the model with 20 and use the remaining 8 to validate it.

Is it a good method to validate the model? How can I do this?

I would like to use the data from the first 2 weeks as input and see how good the model is to predict the data from the last 2 weeks. I tried to use predict but this function does not take into account the data from the first 2 weeks. I can only get the results for the population.

I would appreciate any suggestions for this

Thank for your help

Laurent



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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu May 12 04:21:45 2005

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