cross validation

  1. N

    K-Fold Cross validation into groups

    Hi All, I'm wondering if I can get some assistances on how I can employ K-fold cross validation to data that needs to be split into groups. I know how to employ the K-fold cross validation for standard data where each row is an independent event, however in the example of horse racing context...
  2. S

    What are the differences between group bridge, composite MCP, and group exponential lasso methods?

    In the context of variable selection, do these methods minimize the same partial likelihood function? And do these methods use the same type of cross-validation for the choice of the shrinkage parameter? Thank you for taking the time to read my questions and provide your helpful answers.
  3. S

    Area under the curve after 10-fold cross validation

    Hi everyone, After performing a 10-fold cross validation, I now have area under the curve (AUC) for each of the 10 test subsets. I calculated the average AUC (0.63). I was interested to get the 95% CI, so I calculated the SE of the mean = 0.63 / sqrt root of 10 = 0.19. The 95% CI for...
  4. M

    Correct Cross Validation. How to calculate the projected R Squared or Residual Sum Sq

    Hi, I have read into the subject of finding good estimators to determine the goodness of fit when the regression on a trainingset is projected on a testset (unseen data). I have found a lot of scientific papers but I get completely lost in terminologie and very complex equations I do not...
  5. D

    Cross validation question

    Hi guys, I am a bit confused about what k-fold Cross Validtation does. Is it better to remove non significant variables and tune with k-fold cross validation or the other way around? Or CV has nothing to do with tuning the model?
  6. B

    range of tuning parameters

    Hi All, I have just started my advanced statistics study. And here is one thing I have not been able to understand for long time -- how can we pre-determine the range of testing tuning parameters in cross validation if we do not want R automatically select them? I saw some paper says using a...
  7. C

    STATISTICA: Cross validation

    Hi, could you please help me to do a cross validation of a logistic regression model with the STATISTICA software? Specifically, I used the Generalized Linear Model and chose the Logic regression, but then I would like to do a v-fold cross validation. How can I do that? Any...
  8. C

    cross validation

    Hi, I need some help with the following problem: I have a group of patients and I would like to classify them either in responders/non-responders to a certain treatment. For each person in the group a certain variable X was evaluated. By the use of ROC curves I have calculates the...
  9. C

    Cross Validation/Bootstrap on Time Series Segement

    I have a small time series segment (~100 to ~500 points) and would like to fit a function to it. I'm not interested in the out of sample performance, but I want to make sure that I avoid overfitting. I read online that cross validation and bootstrap don't work on time series since the data are...
  10. G

    Wilcoxon rank sum test on Cross Validation Results

    Hi Guys, I would like to compare the recognition times of two different object detectors. I have let's say 1000 labeled data. Then I do a 10x cross validation (900-training 100-testing). At each cross validation I get 100 detection times (samples) from each method. Therefore, at the end of...
  11. L

    Cross validation

    Hello everybody... Me and some friends have been looking at the cross validation topic in the Julian Izenman book. At page 122 there's a doubt that merged while reading. We were able to understand the 10-fold and 5-fold at bias and mean squared error, but on the leave-one-out we couldn't...