[R] question about cross-validation for mutivariate linear regression

jz7 at duke.edu jz7 at duke.edu
Thu Jul 13 03:28:26 CEST 2006


Dear all,

I am trying to do a standard mutivariate linear regression for my training
set, and want to perform leave-one-out cross-validation to see how well
the model is. I found several CV in R, such as cv.lm in DAAG, cv.glm in
boot, and crossval in bootstrap. Which one should I use? And how can I get
the squared correlation coefficient (q^2) for LOO-CV? I have tried the
cv.lm in DAAG, but it seems that there is no option do give that output.

Thanks so much!



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