Re: [R] logistic regression model + Cross-Validation

2007-01-22 Thread Weiwei Shi
why not use lda{MASS} and it has cv=T option; it does "loo", though. Or use randomForest. if you have to use lrm, then the following code might help: n.fold <- 5 # 5-fold cv n.sample <- 50 # assumed 50 samples s <- sample(1:n.fold, size=n.sample, replace=T) for (i in 1:n.fold){ # create your tr

Re: [R] logistic regression model + Cross-Validation

2007-01-21 Thread Frank E Harrell Jr
nitin jindal wrote: > If validate.lrm does not has this option, do any other function has it. > I will certainly look into your advice on cross validation. Thnx. > > nitin Not that I know of, but easy to program. Frank > > On 1/21/07, Frank E Harrell Jr <[EMAIL PROTECTED]> wrote: >> nitin jinda

Re: [R] logistic regression model + Cross-Validation

2007-01-21 Thread nitin jindal
If validate.lrm does not has this option, do any other function has it. I will certainly look into your advice on cross validation. Thnx. nitin On 1/21/07, Frank E Harrell Jr <[EMAIL PROTECTED]> wrote: > > nitin jindal wrote: > > Hi, > > > > I am trying to cross-validate a logistic regression mod

Re: [R] logistic regression model + Cross-Validation

2007-01-21 Thread Frank E Harrell Jr
nitin jindal wrote: > Hi, > > I am trying to cross-validate a logistic regression model. > I am using logistic regression model (lrm) of package Design. > > f <- lrm( cy ~ x1 + x2, x=TRUE, y=TRUE) > val <- validate.lrm(f, method="cross", B=5) val <- validate(f, ...)# .lrm not needed > > My

[R] logistic regression model + Cross-Validation

2007-01-21 Thread nitin jindal
Hi, I am trying to cross-validate a logistic regression model. I am using logistic regression model (lrm) of package Design. f <- lrm( cy ~ x1 + x2, x=TRUE, y=TRUE) val <- validate.lrm(f, method="cross", B=5) My class cy has values 0 and 1. "val" variable will give me indicators like slope and