articleJournal of the American Statistical AssociationApr 3, 2023GREEN OA

Cross-Validation: What Does It Estimate and How Well Does It Do It?

SBStephen BatesTHTrevor HastieRTRobert Tibshirani

IEC University · University of California, Berkeley · +1 more institution

PubMed
Indexed inarxivcrossrefpubmed

Abstract

Re-fit the model on the combined data, since this invalidates the confidence intervals.

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Topics & keywords

Topics
Keywords
  • Bootstrapping (finance)
  • Mean squared prediction error
  • Cross-validation
  • Ordinary least squares
  • Statistics
  • Least-squares function approximation
  • Standard error
  • Population
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