交叉验证调整对商业政策与战略研究中效应量估计的影响

The Impact of Cross-Validation Adjustments on Estimates of Effect Size in Business Policy and Strategy Research

ORGANIZATIONAL RESEARCH METHODS · 1999
被引 11
人大 A-ABS 4

中文导读

回顾了6年间三本顶级期刊上的研究,发现交叉验证中收缩常很大,样本量小于90时R²收缩超50%,建议用公式法交叉验证提高推断效度。

Abstract

The authors examined use of cross-validation in multiple regression research in organization studies by reviewing research published in three top journals in business policy and strategy (BPS) over 6 years. Application of a formula method of cross-validation to each study showed that shrinkage was often large. In some cases, shrinkage was greater than 50% of R 2 when sample sizes were less than 90. The authors recommend that organization studies researchers use formula cross-validation to improve the validity of inferences while avoiding the additional data collection and split samples required by empirical methods.

商业政策战略管理组织研究计量经济学回归分析