function cv.glm in library 'boot'

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function cv.glm in library 'boot'

Jun Ding
Hi, everyone,
I have a question regarding function cv.glm in library
'boot'.
Basically cv.glm can  calculate the estimated K-fold
cross-validation prediction error for generalized
linear models. My question is this: if I am fitting a
logit model, what kind of threshold will it use to
calculate the prediction error (saved in 'delta')? It
will use 0.5 as the threshold or pick a threshold such
that the prediction error reaches its minimum?

Thank you!

Best wishes,
Jun

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Re: function cv.glm in library 'boot'

Prof Brian Ripley
Please do RTFM.  It uses the cost function given by its 'cost' argument.

Using your suggestion to choose the threshold is not honest (in the
technical sense of the word).

On Thu, 29 Dec 2005, Jun Ding wrote:

> Hi, everyone,
> I have a question regarding function cv.glm in library
> 'boot'.
> Basically cv.glm can  calculate the estimated K-fold
> cross-validation prediction error for generalized
> linear models. My question is this: if I am fitting a
> logit model, what kind of threshold will it use to
> calculate the prediction error (saved in 'delta')? It
> will use 0.5 as the threshold or pick a threshold such
> that the prediction error reaches its minimum?
>
> Thank you!
>
> Best wishes,
> Jun
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

PLEASE do take note of that, as you asked a question which would have
been answered by doing the homework asked for there.

--
Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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