<i>K</i> ?fold cross?validation for complex sample surveys

نویسندگان

چکیده

Although K-fold cross-validation (CV) is widely used for model evaluation and selection, there has been limited understanding of how to perform CV non-iid data, including those from sampling designs with unequal selection probabilities. We introduce methodology that appropriate design-based inference complex survey designs. For such we claim will tend make better inferences when choose the folds compute test errors in ways account design features as stratification clustering. Our mathematical arguments are supported simulations, our methods illustrated on real data.

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ژورنال

عنوان ژورنال: Stat

سال: 2022

ISSN: ['2049-1573']

DOI: https://doi.org/10.1002/sta4.454