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Feb 15, 2012 at 23:46 history post merged (destination)
Feb 15, 2012 at 22:02 history migrated from stackoverflow.com (revisions)
Feb 15, 2012 at 17:29 comment added DWin There are books written on this topic. The one I use is Harrell's "Regression Modeling Strategies." He criticizes N-fold cross-validation as an inefficient use of data, and suggests (as well as offering the software to implement) that you use bootstrapped methods.
Feb 15, 2012 at 17:13 history answered Andrew Dempsey CC BY-SA 3.0