dShao: Shao Holdout Sample Size for Linear Regression Variable...

Description Usage Arguments Value Note Author(s) References See Also Examples

View source: R/dShao.R

Description

Implements Shao's recommendation.

Usage

1
dShao(n)

Arguments

n

number of observations

Value

hold-out sample size for delete-d method. This is the validation data

Note

This is only recommended in the variable selection problem in the classical asymptotic linear regression setting where p is fixed and n is much larger than p, where n is the number of observations and p is the number of independent variables.

Author(s)

A. I. McLeod

References

Jun Shao (1993). Model Selection by Cross-Validation. Journal of the American Statistical Association, Vol. 88, No. 422, pp. 486-494.

See Also

gcv

Examples

1
dShao(100)

gencve documentation built on May 29, 2017, 7:12 p.m.