gencve (version 0.3)

dShao: Shao Holdout Sample Size for Linear Regression Variable Selection

Description

Implements Shao's recommendation.

Usage

dShao(n)

Arguments

n

number of observations

Value

hold-out sample size for delete-d method. This is the validation data

References

Jun Shao (1993). Model Selection by Cross-Validation. Journal of the American Statistical Association, Vol. 88, No. 422, pp. 486-494.

See Also

gcv

Examples

dShao(100)