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I'd like to know if it's correct to the CV function in the forecast R package (http://cran.r-project.org/web/packages/forecast/forecast.pdf) to cross-validate a nonlinear model that is linear in the parameters. The description in the documentation says that the CV function "Computes the leave-one-out cross-validation statistic (also known as PRESS – prediction residual sum of squares), AIC, corrected AIC, BIC and adjusted R^2 values for a linear model."

Thanks!

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  • $\begingroup$ What do you mean by a "nonlinear model that is linear in the parameters"? Do you mean to say that it is nonlinear in the variables? $\endgroup$
    – abaumann
    Oct 3, 2014 at 14:03
  • $\begingroup$ Yes, nonlinear in the variables, but linear in the parameters. $\endgroup$ Oct 4, 2014 at 17:19

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If a model is linear in parameters, we'd normally call it a linear model.

(It's also linear in transformed variables, the ones actually supplied to a regression function.)

So yes, it would be correct to use that CV function, since it's talking about being for the model you have.

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