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

In gencve: General Cross Validation Engine

Description

Implements Shao's recommendation.

Usage

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

dShao(100)

gencve documentation built on May 2, 2019, 6:08 a.m.