[R] lm/lme cross-validation

Arne.Muller@sanofi-aventis.com Arne.Muller at sanofi-aventis.com
Tue May 31 12:34:00 CEST 2005


Hello,

is there a special package/method to cross-validate linear fixed effects and mixed effects models (from lme)? I've tried cv.glm on an lme (hoping that it may deal with any kind of linear model ...), but it raises an error:

Error in eval(expr, envir, enclos) : couldn't find function "lme.formula"

so I guess it's not dealing with an lme.

I've realized that removing randomly some lines from the data frame used for lme strongly changes the the estimates and reduces the correlation between fitted and actual values. Therefore I'd like to get a more "realistic" view of the prediction performance.

Any ideas are welcome,

	+thanks,

	Arne




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