[R] function cv.glm in library 'boot'
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Dec 29 20:40:32 CET 2005
Please do RTFM. It uses the cost function given by its 'cost' argument.
Using your suggestion to choose the threshold is not honest (in the
technical sense of the word).
On Thu, 29 Dec 2005, Jun Ding wrote:
> Hi, everyone,
> I have a question regarding function cv.glm in library
> Basically cv.glm can calculate the estimated K-fold
> cross-validation prediction error for generalized
> linear models. My question is this: if I am fitting a
> logit model, what kind of threshold will it use to
> calculate the prediction error (saved in 'delta')? It
> will use 0.5 as the threshold or pick a threshold such
> that the prediction error reaches its minimum?
> Thank you!
> Best wishes,
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
PLEASE do take note of that, as you asked a question which would have
been answered by doing the homework asked for there.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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