R help - Jun 2010 - cross-validation

Hi
 
I want to do leave-one-out cross-validation for multinomial logistic regression
in R. I did multinomial logistic reg. by package nnet in R. How I do validation?
by which function?
response variable has 7 levels
 
please help me
 
Thanks alot
Azam


      
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As far as my knowledge goes, nnet doesn't have a built-in function for
crossvalidation. Coding it yourself is not hard though. Nnet is used
in this book : http://www.stats.ox.ac.uk/pub/MASS4/ , which contains
enough examples on how to do so.

See also the crossval function in the bootstrap package.
http://sekhon.berkeley.edu/library/bootstrap/html/crossval.html

Cheers
Joris

On Tue, Jun 8, 2010 at 11:34 AM, azam jaafari <azamjaafari at yahoo.com>
wrote:
> Hi
>
> I want to do leave-one-out cross-validation for multinomial logistic
regression in R. I did multinomial logistic reg. by package nnet in R. How I do
validation? by which function?
> response variable has 7 levels
>
> please help me
>
> Thanks alot
> Azam
>
>
>
> ? ? ? ?[[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>


-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys at Ugent.be
-------------------------------
Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php

Install the caret package and see ?train. There is also:

   http://cran.r-project.org/web/packages/caret/vignettes/caretTrain.pdf
   http://www.jstatsoft.org/v28/i05/paper

Max



On Tue, Jun 8, 2010 at 5:34 AM, azam jaafari <azamjaafari at yahoo.com>
wrote:
> Hi
>
> I want to do leave-one-out cross-validation for multinomial logistic
regression in R. I did multinomial logistic reg. by package nnet in R. How I do
validation? by which function?
> response variable has 7 levels
>
> please help me
>
> Thanks alot
> Azam
>
>
>
> ? ? ? ?[[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>


-- 

Max