Usage Note 36388: How are the crossvalidation statistics defined in Partition?
How are the crossvalidation statistics defined in Partition?
The k-fold crossvalidation method randomly divides all of the (nonexcluded) rows in the datatable, D, into k subsets: D1, D2, . . . , Dk. Each row is randomly assigned to one of the k groups.
Note: This means that for k=n (the sample size), some groups have several rows, and many groups have none.
First, a model is fit using all of the data. Then, K different models are fit, using the same splits, with data from D - Di, where Di is the holdout fold. For continuous responses, the error for each observation in Di is calculated using the model, evaluated from D - Di. For nominal and ordinal responses, JMP® calculates -2LogLikelihood for each observation in Di using the model, trained from D - Di. This is repeated for each of the k folds. The root mean square errors for each of the k folds are squared and summed (or in the case of nominal and ordinal responses, the -2loglikelihood values are summed) to construct the crossvalidation SSE (or crossvalidation -2loglikelihood in the case of nominal and ordinal responses). The resulting folded SSE is then used to calculate a folded R square value.
Operating System and Release Information
|Product Family||Product||System||SAS Release|
|JMP Software||JMP software||Microsoft Windows Server 2003 Datacenter 64-bit Edition|
|Microsoft® Windows® for 64-Bit Itanium-based Systems|
|Microsoft Windows Server 2003 Enterprise 64-bit Edition|
|Microsoft Windows XP 64-bit Edition|
|Microsoft® Windows® for x64|
|Microsoft Windows 95/98|
|Microsoft Windows 2000 Advanced Server|
|Microsoft Windows 2000 Datacenter Server|
|Microsoft Windows 2000 Server|
|Microsoft Windows 2000 Professional|
|Microsoft Windows NT Workstation|
|Microsoft Windows Server 2003 Datacenter Edition|
|Microsoft Windows Server 2003 Enterprise Edition|
|Microsoft Windows Server 2003 Standard Edition|
|Microsoft Windows Server 2008|
|Microsoft Windows XP Professional|
|Windows Millennium Edition (Me)|
|Linux for x64|
|Date Modified:||2009-06-28 13:38:04|
|Date Created:||2009-06-26 15:18:44|