Cross-Validation of Regression Models

Richard R. Picard, R. Dennis Cook

Journal of the American Statistical Association · 1984 · 1.4K citations · 33 references

Concepts

Abstract

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.

References

33