validate model averaged predictions

Forum for discussion of general questions related to study design and/or analysis of existing data - software neutral.

validate model averaged predictions

Postby fpc » Thu Oct 11, 2012 4:50 pm

What is the best way to validate or assess the fit of the model averaged coefficients from a multi-model logistic regression? I have 1,800 observations, and 8 covariates. Should I cross validate leaving out a subset of observations? The goal is to make predictions from the model average.

Thanks in advance for your input.
fpc
 
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