[R] cross-validation

[Joris Meys]

As far as my knowledge goes, nnet doesn't have a built-in function for
crossvalidation. Coding it yourself is not hard though. Nnet is used
in this book : http://www.stats.ox.ac.uk/pub/MASS4/ , which contains
enough examples on how to do so.

See also the crossval function in the bootstrap package.
http://sekhon.berkeley.edu/library/bootstrap/html/crossval.html

Cheers
Joris

On Tue, Jun 8, 2010 at 11:34 AM, azam jaafari <azamjaafari at yahoo.com> wrote:
> Hi
>
> I want to do leave-one-out cross-validation for multinomial logistic regression in R. I did multinomial logistic reg. by package nnet in R. How I do validation? by which function?
> response variable has 7 levels
>
> please help me
>
> Thanks alot
> Azam
>
>
>
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-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys at Ugent.be
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