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Journal of the American Statistical Association Volume 79, 1984 - Issue 387
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Theory and Method

Cross-Validation of Regression Models

Richard R. Picard Los Alamos National Laboratory, MS-F600, P.O. Box 1663, Los Alamos, NM, 87545, USA
&
R. Dennis Cook Dept. of Applied Statistics, University of Minnesota, St. Paul, MN, 55108, USA
Pages 575-583 | Received 01 Mar 1983, Published online: 12 Mar 2012
 
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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.

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