Abstract #301011

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
JSM 2002 Abstract #301011
Activity Number: 182
Type: Contributed
Date/Time: Tuesday, August 13, 2002 : 8:30 AM to 10:20 AM
Sponsor: Biometrics Section*
Abstract - #301011
Title: Estimating predictive MSE by cross-validation
Author(s): Colin Mallows*+ and Lorraine Denby+ and James Landwehr
Affiliation(s): Avaya Labs and Avaya Labs and Avaya Labs
Address: 233 Mount Airy Rd., Basking Ridge, NJ, New Jersey, 07920, USA 233 Mount Airy Rd, Basking Ridge, New Jersey, 07920, USA
Keywords: cross validation ; calibration ; model selection ; predictive mean square error ; regression
Abstract:

Given data from a calibration experiment, we can estimate the predictive mean square error (PMSE) in two ways. First, we can fit a model to the data and use this model to derive a prediction formula and an estimate of the PMSE. Alternatively, we can use cross-validation to estimate the PMSE of this prediction formula directly. The fact that these two estimates agree gives no assurance that the model is adequate; in fact, we can have agreement even when the model is completely inappropriate.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002