CrossValidate: Cross Validation of gfo objects
In google/glmmplus: Multiple Imputation and Model Selection

Description Usage Arguments Details References Examples

This is an elimination procedure for ...

1	CrossValidate(gfo, k.folds = 5, granularity = .005)

`gfo`	A gfo object from BackwardEliminate, ForwardSelect, or FitModel.
`k.folds`	Number of cross validation splits
`granularity`	For binary case, how much to increment the threshold by

The procedure works like this...

Stef van Buuren, Karin Groothuis-Oudshoorn (2011). mice: Multivariate Imputation by Chained Equations in R. Journal of Statistical Software, 45(3), 1-67. URL http://www.jstatsoft.org/v45/i03/.

data(testdata)

# creating a Muliply Imputed Data Set (mids) object
mids <- ImputeData(testdata, m = 5, maxit = 5)
gfo <- BackwardEliminate(y ~ x + w + z, data = mids)
cv <- CrossValidate(gfo)