[R] question about cross-validation for mutivariate linear regression

From: <jz7_at_duke.edu>
Date: Thu 13 Jul 2006 - 11:28:26 EST


Dear all,

I am trying to do a standard mutivariate linear regression for my training set, and want to perform leave-one-out cross-validation to see how well the model is. I found several CV in R, such as cv.lm in DAAG, cv.glm in boot, and crossval in bootstrap. Which one should I use? And how can I get the squared correlation coefficient (q^2) for LOO-CV? I have tried the cv.lm in DAAG, but it seems that there is no option do give that output.

Thanks so much!



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