Cross - Validation
Click the Test sample button on either the Quick specs dialog box - Validation tab or the General C&R Trees Wizard Extended Options dialog box - Validation tab to display the Cross-Validation dialog box. This dialog box will also be displayed in the GLM, GLZ, GRM, PLS, GDA, ANOVA, and GCHAID modules.
Use this dialog box to specify a variable with a code to identify the observations that are to be included in the parameter estimation computations, i.e., in the fitting of the current model; the analysis sample comprises these observations. All observations that do not have the specified code value in the cross-validation variable will be excluded from the computations; however, you can compute predicted values and detailed residual statistics on the Results dialog box. If the excluded observations have valid data values for all predictor variables and dependent variables, the Cross-validation sample comprises these observations. (Note that the Prediction sample comprises observations that have valid data values for all predictor variables but missing data for one or more dependent variables in the current analysis.)