I think I barely understand how k-fold CV is working and I have a question about it.
For example, when I run 5-fold cross-validation (in SAS), I use 5 subsets of the training data, and end up with 5 different models. But I have only one output for it. I understand the error rate is the average of those 5-folds' errors. But my model creating with which data set? When effective variables are being determinated, will SAS average the coefficients? If it's not like this, which fold will be chosen for creating my model?