[R] confidence interval and cross validation

From: Marta Rava <marta_at_biometria.univr.it>
Date: Mon 23 May 2005 - 20:16:24 EST


I've obstained the mean square error of prediction, using a 10 fold cross validation for a linear multiple regression model (I've used errortest, from package ipred), how can I calculate the confidence interval? And, could I use test set of cross validation to calculate correlation and concordance index? Thanks, Marta



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