Multicrossvalidation and the Jackknife in the Estimation of Shrinkage of the Multiple Coefficient of Correlation
- 1 September 1985
- journal article
- research article
- Published by SAGE Publications in Educational and Psychological Measurement
- Vol. 45 (3) , 445-451
- https://doi.org/10.1177/001316448504500302
Abstract
The jackknife, multicrossvalidation, and analytical formulae methods are discussed and compared with respect to the estimation of shrinkage of the multiple coefficient of correlation. The validation and comparison of the techniques are based on estimates generated from a random data set and a prestructured data set. Multicrossvalidation is demonstrated to be a preferable technique to the jackknife and analytical formulae methods.Keywords
This publication has 4 references indexed in Scilit:
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- Abstracts of PapersThe Annals of Mathematical Statistics, 1958
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- A New Formula for Predicting the Shrinkage of the Coefficient of Multiple CorrelationThe Annals of Mathematical Statistics, 1931