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 training data and validation data for each fold trn <- YOURWHOLEDATAFRAME[s!=i,] val <- YOURWHOLEDATAFRAME[s==i,] # now do your own modeling using lrm # todo } HTH, weiwei On 1/21/07, nitin jindal <[EMAIL PROTECTED]> 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 > > On 1/21/07, Frank E Harrell Jr <[EMAIL PROTECTED]> wrote: > > > > 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 class cy has values 0 and 1. > > > > > > "val" variable will give me indicators like slope and AUC. But, I also > > need > > > the vector of predicted values of class variable "cy" for each record > > while > > > cross-validation, so that I can manually look at the results. So, is > > there > > > any way to get those probabilities assigned to each class. > > > > > > regards, > > > Nitin > > > > No, validate.lrm does not have that option. Manually looking at the > > results will not be easy when you do enough cross-validations. A single > > 5-fold cross-validation does not provide accurate estimates. Either use > > the bootstrap or repeat k-fold cross-validation between 20 and 50 times. > > k is often 10 but the optimum value may not be 10. Code for averaging > > repeated cross-validations is in > > http://biostat.mc.vanderbilt.edu/twiki/pub/Main/RmS/logistic.val.pdf > > along with simulations of bootstrap vs. a few cross-validation methods > > for binary logistic models. > > > > Frank > > -- > > Frank E Harrell Jr Professor and Chair School of Medicine > > Department of Biostatistics Vanderbilt University > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Weiwei Shi, Ph.D Research Scientist GeneGO, Inc. "Did you always know?" "No, I did not. But I believed..." ---Matrix III ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.