Date: Wed, 27 Feb 2008 11:58:34 -0800 Reply-To: Paige Miller Sender: "SAS(r) Discussion" From: Paige Miller Organization: http://groups.google.com Subject: Re: Random sample cross Validation in Proc PLS? Comments: To: sas-l@uga.edu Content-Type: text/plain; charset=ISO-8859-1 On Feb 27, 1:52 pm, chenm...@GMAIL.COM (Ming Chen) wrote: > Yes. I mean PROC PLS. I also assume the random cross validation is the same > as > the so called k-fold cross validation. But I am not sure because I don't see > it from the SAS manual. If it is actually the K-fold CV, what is the reason > for setting the seed option? > My guess is that seed will guarantee PROC PLS generates same K different > subsets of data for each run. > > Ming > > On Wed, Feb 27, 2008 at 1:39 PM, Sigurd Hermansen > wrote: > > > Ming: > > Did you mean PROC PLS .....? I haven't used PLS cross-validation, but > > would assume that it generates estimates for five different subsets of > > data. > > S > > > -----Original Message----- > > From: owner-sa...@listserv.uga.edu [mailto:owner-sa...@listserv.uga.edu] > > On Behalf Of Ming Chen > > Sent: Wednesday, February 27, 2008 12:18 PM > > To: SA...@listserv.uga.edu > > Subject: Random sample cross Validation in Proc PLS? > > > Hi, > > > I am trying to figure out random sample cross validation in Proc PLS. > > According to the SAS manual, The test sets are defined as "test sets can > > be selected from the observed data randomly; this is known as random > > sample cross validation. " > > > My sample SAS code: > > > Proc data=one method=pcr cv=random(NITER=5 seed = 2008); model y = x1 > > - x10; run; > > > Is the cross validation method same as the 5-fold Cross validation? Can > > someone please explain it in detail? > > > Thanks! > > > Ming The SAS docs clearly explain that NITER=5 means that SAS generates 5 random subsets to exclude. What more detail do you need? -- Paige Miller paige\dot\miller \at\ kodak\dot\com 

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