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Does cross validation provide additional information in the evaluation of regression models?

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Abstract:

A detailed study using seven data sets, two standing tree volume estimating models, and a height–diameter model showed that fit statistics and lack of fit statistics calculated directly from a regression model can be well estimated using simulations of cross validation or double cross validation. These results suggest that cross validation by data splitting and double cross validation provide little, if any, additional information in the process of evaluating regression models.

Une étude détaillée basée sur sept séries de données, deux modèles d'estimation du volume sur pied et un modèle de diamètre–hauteur montre que les statistiques d'ajustement ou d'absence d'ajustement calculées directement à partir d'un modèle de régression peuvent être adéquatement estimées à l'aide des simulations de validation croisée simple ou double. Ces résultats suggèrent que la validation croisée simple en scindant les données et la validation croisée double fournissent peu sinon aucune information additionnelle dans le processus d'évaluation des modèles de régression.[Traduit par la Rédaction]

Document Type: Research Article

Publication date: 2003-06-01

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