Estimation of cross-validated multiple correlation: A clarification

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Abstract

Suggests that by the logic of their derivations, the formulas recently proposed by N. Schmitt et al (see record 1978-07042-001) for estimating cross-validated multiple correlation most closely approximate a measure of generalized predictive accuracy distinct from any traditional correlation statistic. Interpreted correlationally, these formulas have a negative bias that can become appreciable in parameter regions not sampled by their Monte Carlo tests. It is concluded that although less biased and more cogently derived alternatives are available, one of the formulas proposed by Schmitt et al works reasonably well in practice. (5 ref) (PsycINFO Database Record (c) 2006 APA, all rights reserved)

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