[R] cv.lm() broken; cross validation vs. predict(interval="prediction")

[Uwe Ligges]

On 23.10.2010 00:17, Daniel Weitzenfeld wrote:
> <<  repost because previous attempt was not plain text, sorry!>>
>
> Hi Folks,
> I have a pretty simple problem: after building a multivariate linear model,
> I need to report my 95% confidence interval for predictions based on future
> observations.
>
> I know that one option is to use predict(interval="prediction") but
> I'm curious about less parametric ways to get an estimate.
>
> I tried doing K-fold cross validation using cv.lm() from the DAAG package,
> but it currently only uses the first independent variable in the provided
> linear model.  No warnings or anything.

Please report to the package maintainer.

Best,
Uwe Ligges


> There was a thread about this here
> about 3 years ago but the person got no response.  Does anyone know of a
> working alternative?
>
> Thanks,
> Dan
>
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