cross_validation_lmm: Perform Cross-Validation for Catalytic Linear Mixed Model...

In catalytic: Tools for Applying Catalytic Priors in Statistical Modeling

Perform Cross-Validation for Catalytic Linear Mixed Model (LMM) to Select Optimal tau

Description

This function performs cross-validation for the catalytic linear mixed model (LMM) to estimate the risk associated with different values of tau. It splits the data into training and testing sets and computes prediction errors for model evaluation.

Usage

cross_validation_lmm(cat_init, tau_seq, cross_validation_fold_num = 5)

Arguments

cat_init	A list containing initialized parameters for the catalytic LMM.
tau_seq	A numeric vector of tau values for which to estimate risk.
cross_validation_fold_num	An integer indicating the number of folds for cross-validation.

Value

A numeric vector containing the average risk estimates for each tau value.

catalytic documentation built on April 4, 2025, 5:51 a.m.