cv_error: Test and training error from model cross-validation

In sjstats: Collection of Convenient Functions for Common Statistical Computations

Test and training error from model cross-validation

Description

cv_error() computes the root mean squared error from a model fitted to kfold cross-validated test-training-data. cv_compare() does the same, for multiple formulas at once (by calling cv_error() for each formula).

Usage

cv_error(data, formula, k = 5)

cv_compare(data, formulas, k = 5)

Arguments

data	A data frame.
formula	The formula to fit the linear model for the test and training data.
k	The number of folds for the kfold-crossvalidation.
formulas	A list of formulas, to fit linear models for the test and training data.

Details

cv_error() first generates cross-validated test-training pairs, using crossv_kfold and then fits a linear model, which is described in formula, to the training data. Then, predictions for the test data are computed, based on the trained models. The training error is the mean value of the rmse for all trained models; the test error is the rmse based on all residuals from the test data.

Value

A data frame with the root mean squared errors for the training and test data.

Examples

data(efc)
cv_error(efc, neg_c_7 ~ barthtot + c161sex)

cv_compare(efc, formulas = list(
  neg_c_7 ~ barthtot + c161sex,
  neg_c_7 ~ barthtot + c161sex + e42dep,
  neg_c_7 ~ barthtot + c12hour
))

sjstats documentation built on May 29, 2024, 12:09 p.m.