Statistics using R programming - Cross validation application in regression using R

Описание к видео Statistics using R programming - Cross validation application in regression using R

OLS regression estimated parameters that maximize the R-squared for the sample observations. But the estimated model may not necessarily perform as well with a new sample of observations not seen. Cross-validation is a useful method for evaluating the generalizability in statistical data analysis. A k-fold cross-validation will divide total sample data into k folds. Then hold out 1 fold or subsample, use the other k-1 folds data in regression analysis. Such operation performs k times with k different hold-out samples and the average result as cross-validation result.


#statistics
#rprogramming
#rstudio
#crossvalidation
#regression
#rdatacode

Комментарии

Информация по комментариям в разработке

Похожие видео