7. Cross-validation and Performance Measures

Topics, Class Notes and Code Assignments and Side Readings
  • Review of linear and logistic regression
  • Data splitting methods
    • Two-way random splitting
    • Three-way random splitting
  • Methods of cross-validation
    • Cross-validation
    • K-fold cross-validation
    • Other cross-validation
  • ROC analysis
    • ROC curve and AUC
    • Optimal point and cut-off probability
  • Notes and code
  • Reading Assignments
    • [Article] Cross-validation for model selection [PDF]
    • [Article] An introduction to ROC analysis [PDF]
    • [Article] Types of Optimal Point on An ROC Curve (R library help document) [PDF]
  • Project One: Regression and Cross-validation: Guidelines [HTML] [PDF]
    Part III - Cross-validation and Comprehensive Report