[R] clarificatin on validate.ols method='cross'

Dylan Beaudette dylan.beaudette at gmail.com
Mon Aug 31 05:56:43 CEST 2009


Hi,

I was hoping to clarify the exact behavior associated with this incantation:

validate(fit.ols, method='cross', B=50)

Output:

          index.orig training    test optimism index.corrected  n
R-square      0.5612   0.5613  0.5171   0.0442          0.5170 50
MSE           1.3090   1.3086  1.3547  -0.0462          1.3552 50
Intercept     0.0000   0.0000 -0.0040   0.0040         -0.0040 50
Slope         1.0000   1.0000  0.9899   0.0101          0.9899 50

Questions:
1. Does this perform 50 replicate, 10-fold CV operations?

2. What do the slope and intercept terms refer to?

3. How can I interpret the 'test R2' ?


Thanks in advance!

Cheers,
Dylan




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