Computational and technical notes on cross-validating regression models2 years ago
Efficient computations for linear and generalized linear models | Computation of the bias-corrected CV criterion and confidence intervals | Why the complement of AUC isn't a casewise CV criterion | The values of $\mathrm{cv}(\widehat{y}_i, y_i)$ that express AUC as a sum of casewise values are solutions of equation (\ref{eq:cw}), which can be written as solutions of the following system of $2^{n_v}$ linear simultaneous equations in $2n_v$ unknowns:\begin{equation}\label{eq:lin}\tag{2}(\mathbf{U} -\mathbf{Y}) \mathbf{c}_0 + \mathbf{Y} \mathbf{c}_1 | References
cv 2.0.6John Fox and Georges Monettecv-notes.Rmd