Crossvalidation of liinear models?

Hi, does anyone knows if there is a function to crossvalidated my linear model? i can only find it for descision trees unfortunately.. Thank you!

Answer 1

[Greg Heath]

help crossval, doc crossval

help cvpartition, doc cvpartition

Hope this helps

Thank you for formally accepting my answer

Greg

[Tania]

Thank you, do you know if this works although on more than 1 variable? would like to split my multiple linear model...

It looks like it does it only for one variable...

load fisheriris; y = species; c = cvpartition(y,'k',10);

Thank you!

[Greg Heath]

y is 3-dimensional

 help iris

Answer 2

[Ahmet Cecen]

This depends on how you would like to do the cross validation. Leave-one-out cross validation has a nice trick for linear models that can be exploited to perform the whole thing in mere seconds. If you would like to leave more out, or use a k-fold validation, you just have to retrain the model each time and calculate the cross-validation error. I am not aware of any native functions in MATLAB that does CV for linear models. My file exchange function MultiPolyRegressV3 has built in leave-one-out cross validation with the trick exploited.