Out-of-sample prediction is the acid test of predictive models, yet an independent test dataset is often not available for assessment of the prediction error. For this reason, out-of-sample perform...

中文翻译：

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样本外 R2：估计和推断

样本外预测是对预测模型的严峻考验，但通常无法使用独立的测试数据集来评估预测误差。因此，样本外表现...