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pvareschi
Quartz | Level 8

Re: "Applied Analytics Using SAS Enterprise Miner", "Lesson 5: Regression Models Using SAS Enterprise Miner"

Just to clarify, if we select "Validation Error" for "Selection Criterion" but no validation dataset is available, is it correct to assume the error will be calculated on the Training dataset?

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gcjfernandez
SAS Employee

If you choose the validation error but no validation data then the model selection is based on the selection method (Forward, backward or step wise settings) . If  the selection method specified is none then full model will be selected.

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gcjfernandez
SAS Employee

If you choose the validation error but no validation data then the model selection is based on the selection method (Forward, backward or step wise settings) . If  the selection method specified is none then full model will be selected.