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grayclhn, you might find Rob Hyndman's article on cross validation helpful. http://robjhyndman.com/hyndsight/crossvalidation/ http://robjhyndman.com/hyndsight/
by dmagee 10y ago
grayclhn, you might find Rob Hyndman's article on cross validation helpful.
http://robjhyndman.com/hyndsight/crossvalidation/ http://robjhyndman.com/hyndsight/crossvalidation/
" Asymptotically, minimizing the AIC is equivalent to minimizing the CV value. This is true for any model (Stone 1977), not just linear models. It is this property that makes the AIC so useful in model selection when the purpose is prediction."