cvlm: Cross-validation of a Linear Regression Model

In LARF: Local Average Response Functions for Instrumental Variable Estimation of Treatment Effects

Description

Provides cross-validation of a linear regression model

Usage

cvlm(form.lm, data, m=10, seed = NULL)

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.

Details

This function finds the optimal order of the covariates power series through 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.
seed	The random seed.

Note

In making the code, we adopted part of the CVlm in DAAG (Maindonald and Braun, 2015).
https://cran.r-project.org/package=DAAG

Author(s)

Weihua An, Departments of Sociology and Statistics, Indiana University Bloomington, [e-mail].
Xuefu Wang, Department of Statistics, Indiana University Bloomington, [e-mail].

See Also

larf, npse

LARF documentation built on May 2, 2019, 3:27 p.m.