[R] logistic regression model + Cross-Validation

From: nitin jindal <nitin.jindal_at_gmail.com>
Date: Sun 21 Jan 2007 - 10:51:41 GMT


I am trying to cross-validate a logistic regression model. I am using logistic regression model (lrm) of package Design.

f <- lrm( cy ~ x1 + x2, x=TRUE, y=TRUE)
val <- validate.lrm(f, method="cross", B=5)

My class cy has values 0 and 1.

"val" variable will give me indicators like slope and AUC. But, I also need the vector of predicted values of class variable "cy" for each record while cross-validation, so that I can manually look at the results. So, is there any way to get those probabilities assigned to each class.


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