Hi all,
I want to run the following Cross-validation technique on my data set:
Variables: X, Y (each having 50 observations)
I want to run a least-squares regression of Y on X.
I need to divide the entire data set into 10 groups of size 5 each, keep
one of them out as 'test' set and build the model on the basis of the
remaining 9 groups (the 'training set').Then i calculate the MSE of the
fitted model by applying it on the 'test set'.
So, for each choice of the 'test set', I get a MSE value.
I select that model as final which corresponds to the minimum of these 10
MSE values.
How do i get the coefficients for this model.
I am a beginner in R and the help page on CROSSVAL appeared a bit confusing
to me.
Thanks for any help.
Regards,
Preetam
--
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year, Room No. N-114
Statistics Division, C.V.Raman
Hall
Indian Statistical Institute, B.H.O.S.
Kolkata.
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