haku: @author Rados, D. L. / yhteensä: 3
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| Tekijä: | Cooil, B. Winer, R. S. Rados, D. L. |
| Otsikko: | Cross-validation for prediction. |
| Lehti: | Journal of Marketing Research
1987 : AUG, VOL. 24:3, p. 271-279 |
| Asiasana: | MARKETING RESEARCH |
| Kieli: | eng |
| Tiivistelmä: | Major approaches to cross-validation in the context of predictive validity are reviewed and evaluated. The methods of sample-splitting and resampling plans are described and compared. A simultaneous approach is discussed, which simultaneously estimates parameters and cross-validates the estimates. An empirical example is examined. Empirical cross-validating coverage rates and prediction interval lengths are compared. Data-splitting is found to be inferior to the simultaneous approach because of the information loss involved and the availability of shrinkage formulas. |
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