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Leave one out cross validation in a Generalized linear Model?

Hi Swen,
try 'errorest' in package 'ipred'. Leave-one-out cross-validation of the 
'lm' is pretty straightforward with this function. For LOO-CV of 
regression kriging (i.e. combined prediction of regression and kriging 
method) you would have to write small wrapper functions to be passed to 
'errorest' via the 'model' and 'predict' arguments - see the Examples 
section of the errorest help.
Best,
   Alex