Estimation of the Squared Cross-Validity Coefficient in the Context of Best Subset Regression.

Kennedy, Eugene

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Peer reviewed

ERIC Number: EJ389943

Record Type: Journal

Publication Date: 1988

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Estimation of the Squared Cross-Validity Coefficient in the Context of Best Subset Regression.

Kennedy, Eugene

Applied Psychological Measurement, v12 n3 p231-37 Sep 1988

A Monte Carlo study was conducted to examine the performance of several strategies for estimating the squared cross-validity coefficient of a sample regression equation in the context of best subset regression. Results concerning sample size effects and the validity of estimates are discussed. (TJH)

Descriptors: Estimation (Mathematics), Monte Carlo Methods, Multiple Regression Analysis, Predictive Validity, Sample Size

Publication Type: Journal Articles; Reports - Research

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Language: English

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