cvlm: Cross-validation of a Linear Regression Model
Description
Provides cross-validation of a linear regression modelUsage
cvlm(form.lm, data, m=10, seed = 178)
Arguments
form.lm
formula of the regression model.
data
data including outcome and covaraites.
m
the number of folds to be used in cross-validation.
seed
random starting number used to replicate cross-validation.
Value
- sumres
- Sum of residual squares divided by degree of freedom.
- df
- Degree of freedom which equals to the number of valid predictions minus the number of parameters.
- m
- the number of folds to be used in cross-validation.
Details
This function finds the optimal order of the covariates power series through cross-validation.