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

[John Braun]

I've uploaded a new version of DAAG with clearer documentation
about cv.lm (for simple regression) and CVlm (for more general
problems.)

Sincerely,

W. John Braun, Professor and Graduate Chair
Dept. of Stat. and Act. Sci.
Western Science Centre, Rm 262
University of Western Ontario
London, Ontario   N6A 5B7

ph. 519 661 4062                e-mail braun at stats.uwo.ca
FAX 519 661 3813

On Sat, 23 Oct 2010, Uwe Ligges wrote:

>
>
> 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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>