cross validation of regression output

Posted by Campenni, Estelle on Feb 06, 2007; 5:09pm
URL: http://spssx-discussion.165.s1.nabble.com/cross-validation-of-regression-output-tp1073726.html

In presenting double cross-validation to my graduate stat class, I found odd
coincidental results which I cannot explain.


Calculating regression on HALF1, R = .123
        Using HALF2, correlating PREDICTED Y1 with ACTUAL Y, = .360


Calculating regression on HALF2, R = .360
        Using HALF1, correlating PREDICTED Y2 with ACTUAL Y, = .123


I have done this numerous times but have not noticed this pattern before.
Any explanations?

Estelle Campenni
Marywood University