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ERIC Number: ED227137
Record Type: Non-Journal
Publication Date: 1982-Aug
Pages: 13
Abstractor: N/A
Reference Count: N/A
Formula Estimation of Cross-Validated Multiple Correlation.
Schmitt, Neal
A review of cross-validation shrinkage formulas is presented which focuses on the theoretical and practical problems in the use of various formulas. Practical guidelines for use of both formulas and empirical cross-validation are provided. A comparison of results using these formulas in a range of situations is then presented. The result of these comparisons indicate that one should use Cattin's formula to estimate cross-validated R, employing either Wherry or Olkin-Pratt estimates of the population R. If examination of predictor-criterion correlations has occurred prior to regression analysis, use empirical cross-validation, or adjust p to indicate the original number of variables examined. Double cross-validation is considered inefficient and unsatisfactory, and a cautionary remark concerning the functional number of predictors is presented. (Author/PN)
Publication Type: Speeches/Meeting Papers; Reports - Research
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A