Single Sample Cross-Validation Indices for Covariance Structures

Multivariate Behav Res. 1989 Oct 1;24(4):445-55. doi: 10.1207/s15327906mbr2404_4.

Abstract

This article considers single sample approximations for the cross-validation coefficient in the analysis of covariance structures. An adjustment for predictive validity which may be employed in conjunction with any correctly specified discrepancy function is suggested. In the case of maximum likelihood estimation under normality assumptions the coefficient obtained is a simple linear function of the Akaike Information Criterion. Results of a random sampling experiment are reported.