Estimation of the Squared Population Cross-Validity Under Conditions of Predictor Selection
type: CreativeWork
description: The current study employed a Monte Carlo design to examine whether samplebased and formula-based estimates of cross-validated R2 differ in accuracy when predictor selection is and is not performed. Analyses were conducted on three datasets with 5, 10, or 15 predictors and different predictor-criterion relationships. Results demonstrated that, in most cases, a formula-based estimate of the cross-validated R2 was as accurate as a sample-based estimate. The one exception was the five predictor case wherein the formula-based estimate exhibited substantially greater bias than the estimate from a sample-based cross validation study. Thus, formula-based estimates, which have an enormous practical advantage over a two sample cross validation study, can be used in most cases without fear of greater error.
abstract: The current study employed a Monte Carlo design to examine whether samplebased and formula-based estimates of cross-validated R2 differ in accuracy when predictor selection is and is not performed. Analyses were conducted on three datasets with 5, 10, or 15 predictors and different predictor-criterion relationships. Results demonstrated that, in most cases, a formula-based estimate of the cross-validated R2 was as accurate as a sample-based estimate. The one exception was the five predictor case wherein the formula-based estimate exhibited substantially greater bias than the estimate from a sample-based cross validation study. Thus, formula-based estimates, which have an enormous practical advantage over a two sample cross validation study, can be used in most cases without fear of greater error.
author: Kircher, Andrew J.
keywords: Predictor, Criterion, Formula, Based, Applied Behavior Analysis, Psychology
date published: 2015-05-01T07:00:00Z
date modified: 2026-07-24T06:08:52Z
provider: Western Kentucky University
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Western Kentucky University