Hi,
I was hoping to clarify the exact behavior associated with this incantation:
validate(fit.ols, method='cross', B=50)
Output:
index.orig training test optimism index.corrected n
R-square 0.5612 0.5613 0.5171 0.0442 0.5170 50
MSE 1.3090 1.3086 1.3547 -0.0462 1.3552 50
Intercept 0.0000 0.0000 -0.0040 0.0040 -0.0040 50
Slope 1.0000 1.0000 0.9899 0.0101 0.9899 50
Questions:
1. Does this perform 50 replicate, 10-fold CV operations?
2. What do the slope and intercept terms refer to?
3. How can I interpret the 'test R2' ?
Thanks in advance!
Cheers,
Dylan
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