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err2
2008 Jun 09
1
Cross-validation in R
...manual, but I could not get more insight. This is a database containing
3363 records and I am trying a cross-validation to understand the process.
When using the cv.glm, code below, I get mean of perr1 of 0.2336 and SD of
0.000139. When using a home-made cross validation, code below, I get mean of
perr2 of 0.2338 and SD of 0.02184. The means are similar but SD are
different.
Questions are:
(1) how the $delta is computed in the cv.glm? In the home-made version, I
simply use ((Yobs - Ypred)^2)/n. The equation might be correct because the
mean is similar.
(2) in the cv.glm, I have the impression t...