i got a problem with cross-validation!
I got two studies, t(N=1200) and t+1(N=200) respectively. The 200 corporations form t+1 are also part of the t0-Data. In t+1, there are two significant relationships using kendall's tau, but they are unexpected relationships. In order to check for errors, i want to do a cross validation using the whole data from t. But there's a problem: I can remove only 165 (t+1)-corporations from t, because 35 corporations cannot be identified.
Thus, i cannot postulate independence between results and cross-validation.
Is there a way around this?
Thanks in advance!