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Cross-Validation of Regression Models

Richard R. Picard and R. Dennis Cook
Journal of the American Statistical Association
Vol. 79, No. 387 (Sep., 1984), pp. 575-583
DOI: 10.2307/2288403
Stable URL: http://www.jstor.org/stable/2288403
Page Count: 9
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Cross-Validation of Regression Models
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Abstract

A methodology for assessment of the predictive ability of regression models is presented. Attention is given to models obtained via subset selection procedures, which are extremely difficult to evaluate by standard techniques. Cross-validatory assessments of predictive ability are obtained and their use illustrated in examples.

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