[R] Cross-validation for Linear Discrimitant Analysis

Yu Shao yshao at wadsworth.org
Thu Sep 16 01:28:35 CEST 2004


I am new to R and statistics and I have two questions.

First I need help to interpret the cross-validation result from the R
linear discriminant analysis function "lda". I did the following:

lda (group ~ Var1 + Var2, CV=T)

where "CV=T" tells the lda to do cross-validation. The output of lda are
the posterior probabilities among other things, but I can't find an error
term (like delta returned by cv.glm). My question is how to get such an
error term from the output? Can I just simply calculate the prediction
accuracy using the posterior probabilities from the cross-validation, and
use that to measure the quality of the model?

Another question is more basic: how to determine if a lda model is
significant? (There is no p-value.) Thanks,

Yu Shao

Wadsworth Research Center
Department of Health of New York State
Albany, NY 12208

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