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All Blog Posts Tagged 'validation' (1)

Cross-validation in R: a do-it-yourself and a black box approach

In my previous post, we saw that R-squared  can lead to a misleading interpretation of the quality of our regression fit, in terms of prediction power. One thing that R-squared offers no protection against is overfitting. On the other hand, cross validation, by allowing us to have cases in our testing set that are different from the cases in our training set,  inherently offers protection against overfittting.

1.Do-it-yourself leave-one-out cross validation in R.

In this type…

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Added by Theophano Mitsa on May 22, 2013 at 8:06am — 2 Comments

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