CV Partitioning Method
Use the drop-down menu to indicate the method by which to partition the observations for cross validation.
Available methods are described in the table below:
Method |
Definition |
Block |
Choose this method to request parts be formed of k blocks of consecutive observations. |
Split |
Choose this option to request that the ith part consists of observations i, i + k, i + 2k, .... |
Random |
Choose this option to assign each observation randomly to one of the k parts. |
Note: You can also use an index variable to define the CV splits. For this, specify CVMETHOD=INDEX(index variable) in the PROC GLMSELECT Modeling Options field on the Options tab.
To Specify the CV Partitioning Method:
8 | Select CV as the Criterion for Stopping Model Selection. |
8 | Select the method using the drop-down menu. |