Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It only takes a minute to sign up.
Sign up to join this community
I have a question regarding Leave One Out Cross Validation (LOOCV):
When I use the method, I will have several regression outputs, one for each individual in my sample. How is this usually reported? Can I report means of the coefficient-estimates and standard-errors? That does not seem quite right to me.
Or are the results of the LOOCV-Method not reported in the usual manner, with coefficient estimated and standard errors?
The results of LOOCV are supposed to be aggregated and averaged in some meaningful way, depending on whether it's a classification or regression problem. That is how good your model is at predicting new values. You mentioned coefficients and standard errors... CV is done for predictive purposes, not for interpretation or coefficient estimation.
