for (i in 1:length(train)) {
  train2.train <- train[-i, ]
  train2.test <- train[i, ]
  train2.lm <- lm(ViolentCrimesPerPop ~ ., data=train2.train)

  train2$yhat <- predict(train2.lm, newdata=train2.test)
}

mean( (train2$yhat - train2$ViolentCrimesPerPop) ^2 )