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Cross-validation: What is it and how is it used in regression?

Kristi Morin and John L. Davis

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 11, 5238-5251

Abstract: The purpose of this article is to explain cross-validation and describe its use in regression. Because replicability analyses are not typically employed in studies, this is a topic with which many researchers may not be familiar. As a result, researchers may not understand how to conduct cross-validation in order to evaluate the replicability of their data. This article not only explains the purpose of cross-validation, but also uses the widely available Holzinger and Swineford (1939) dataset as a heuristic example to concretely demonstrate its use. By incorporating multiple tables and examples of SPSS syntax and output, the reader is provided with additional visual examples in order to further clarify the steps involved in conducting cross-validation. A brief discussion of the limitations of cross-validation is also included. After reading this article, the reader should have a clear understanding of cross-validation, including when it is appropriate to use, and how it can be used to evaluate replicability in regression.

Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/03610926.2015.1099672

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