Cross-Validation of Regression Models 论文
1984Journal of the American Statistical Association引用 243
Statistical and Computational ModelingAdvanced Statistical Methods and ModelsAdvanced Data Processing Techniques
摘要
Abstract A methodolgy for assessment of the predictive ability of regression models is presented. Attention is given to models obtained via subset selection procedures, which are extremely difficult to evaluate by standard techniques. Cross-validatory assessments of predictive ability are obtained and their use illustrated in examples.