[R] Cross-validation question

Geoffrey Zhu
2009-01-13T16:17:30Z

Hello everyone,

I have a data set that looks like the following:

Year       Days to the beginning of Year                Value
1             30                                                       100
1             60                                                        200
1            ..                                                          ...
1             360                                                      ....
2             30                                                        ...
2             60                                                        ...
2             ...
...
2             360                                                      ...

Then I used a linear regression to fit Value ~ Days to the beginning of the
year with a polynomial.

Now I want to use cross-validation to detect over-fitting. But I am not sure
if I want to leave out 1/k random data points or leave out 1/k random years.
What do you think?

Thanks,
Geoffrey

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