Hi, This question is general- I have a data set of n observations, consisting of a single response variable y and p regressor variables.( n ~50, p~3 or 4). I am planning to implement Nadaraya-Watson regression model, with bandwidths optimized via cross-validation. For cross-validation, I will need to choose 10 outsample/test data sets of a given size ( =n/10 ) for each choice of the bandwidth vector, and then choose the optimum bandwidth vector (in terms of MSE or any reasonable loss function-we can take it to be MSE, as example).
The difficulty is I can't find any code to do this under: A) multiple regressors (p>1) AND B) I'll get to choose to the outsample datasets. Thanks for any help/insight you can provide. Regards, Preetam [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.