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Sep 4, 2013 at 18:23 comment added O_Devinyak This can be mean squared error obtained via cross-validation. Cross-validation is very useful trick, I'd suggest you to find its explanation in web - that would be more clear than explanations of mine. In R there is function cv.glm() in package boot that can help you.
Sep 4, 2013 at 17:55 comment added Matt Reichenbach the goal, in my case, is to obtain a predictive model, can you provide more information on "cross-validation statistics"?
Sep 4, 2013 at 17:03 history answered O_Devinyak CC BY-SA 3.0