[R] How to do cross validation with glm?

Andra Isan andra_isan at yahoo.com
Wed Aug 24 18:49:10 CEST 2011


Hi All, 

I have a fitted model called glm.fit which I used glm and data dat is my data frame

pred= predict(glm.fit, data = dat, type="response") 

to predict how it predicts on my whole data but obviously I have to do cross-validation to train the model on one part of my data and predict on the other part. So, I searched for it and I found a function cv.glm which is in package boot. So, I tired to use it as:

cv.glm = (cv.glm(dat, glm.fit, cost, K=nrow(dat))$delta)

but I am not sure how to do the prediction for the hold-out data. Is there any better way for cross-validation to learn a model on training data and test it on test data in R? 

Thanks,
Andra



More information about the R-help mailing list