Methodology Review: Estimation of Population Validity and Cross-Validity, and the Use of Equal Weights in Prediction

@article{Raju1997MethodologyRE,
  title={Methodology Review: Estimation of Population Validity and Cross-Validity, and the Use of Equal Weights in Prediction},
  author={Nambury S. Raju and Reyhan Bilgiç and Jack E. Edwards and Paul F. Fleer},
  journal={Applied Psychological Measurement},
  year={1997},
  volume={21},
  pages={291 - 305}
}
In multiple regression, optimal linear weights are obtained using an ordinary least squares (OLS) procedure. However, these linear weighted combinations of predictors may not optimally predict the same criterion in the population from which the sample was drawn (population validity) or other samples drawn from the same population (population cross-validity). To achieve more accurate estimates of population validity and population cross-validity, some researchers and practitioners use formulas… 
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