標題: Exact Analysis of Squared Cross-Validity Coefficient in Predictive Regression Models
作者: Shieh, Gwowen
管理科學系
Department of Management Science
公開日期: 2009
摘要: In regression analysis, the notion of population validity is of theoretical interest for describing the usefulness of the underlying regression model, whereas the presumably more important concept of population cross-validity represents the predictive effectiveness for the regression equation in future research. It appears that the inference procedures of the squared multiple correlation coefficient have been extensively developed. In contrast, a full range of statistical methods for the analysis of the squared cross-validity coefficient is considerably far from complete. This article considers a distinct expression for the definition of the squared cross-validity coefficient as the direct connection and monotone transformation to the squared multiple correlation coefficient. Therefore, all the currently available exact methods for interval estimation, power calculation, and sample size determination of the squared multiple correlation coefficient are naturally modified and extended to the analysis of the squared cross-validity coefficient. The adequacies of the existing approximate procedures and the suggested exact method are evaluated through a Monte Carlo study. Furthermore, practical applications in areas of psychology and management are presented to illustrate the essential features of the proposed methodologies. The first empirical example uses 6 control variables related to driver characteristics and traffic congestion and their relation to stress in bus drivers, and the second example relates skills, cognitive performance, and personality to team performance measures. The results in this article can facilitate the recommended practice of cross-validation in psychological and other areas of social science research.
URI: http://hdl.handle.net/11536/7811
http://dx.doi.org/10.1080/00273170802620097
ISSN: 0027-3171
DOI: 10.1080/00273170802620097
期刊: MULTIVARIATE BEHAVIORAL RESEARCH
Volume: 44
Issue: 1
起始頁: 82
結束頁: 105
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