[R] leave one out cross validation

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Jan 10 19:09:35 CET 2008


Please look at ?lm.influence -- this does all the work for you.

On Thu, 10 Jan 2008, Anu Swatantran wrote:

> Hi
>
> I am trying to validate my regression results using the leave one out crosss
> validation method. Is any script available in R to use this method for a
> linear regression equation?
> Both R or SPLUS would do. any clues on how to write the script will also
> help.
>
> Thanks a lot,
> A
>
> 	[[alternative HTML version deleted]]
>
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-- 
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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