getSEsNested {oosse}

Calculate standard error on MSE from nested CV results

Description

Calculate standard error on MSE from nested CV results

Usage

getSEsNested(cvSplitReps, nOuterFolds, n)

Arguments

cvSplitReps

The list of outer and inner CV results

nOuterFolds

The number of outer folds

n

The sample size

Details

The calculation of the standard error of the MSE as proposed by (Bates et al. 2023)

Value

The estimate of the MSE and its standard error

References

Bates S, Hastie T, Tibshirani R (2023). “Cross-validation: What does it estimate and how well does it do it?” J. Am. Stat. Assoc., 118(ja), 1 - 22. doi:10.1080/01621459.2023.2197686, https://doi.org/10.1080/01621459.2023.2197686.

See Also

estMSE