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Table 3 Simulation results for p = 5, Σ1 = Σ2 = Ι(5), N = 1000

From: Estimating misclassification error: a closer look at cross-validation based methods

Method n Δ ē a ē N M S E SD(MSE) V A R SD(VAR) MSB B I A S SD(BIAS)
LOOCV 50 1 0.38308 0.38848 0.00688 0.00996 0 0 0.00688 0.00540 0.08281
  50 3 0.09741 0.10052 0.00227 0.00338 0 0 0.00227 0.00311 0.04760
BCVn 50 1 0.38308 0.27058 0.02073 0.01027 0.00587 0.00162 0.01486 −0.11250 0.04693
  50 3 0.09741 0.07686 0.00305 0.00167 0.00160 0.00082 0.00145 −0.02055 0.03208
LOOCV 100 1 0.35366 0.35164 0.00291 0.00419 0 0 0.00291 −0.00202 0.05390
  100 3 0.07962 0.07906 0.00080 0.00110 0 0 0.00080 −0.00056 0.02822
BCVn 100 1 0.35366 0.29312 0.00799 0.00454 0.00308 0.00074 0.00491 −0.06054 0.03529
  100 3 0.07962 0.06781 0.00141 0.00080 0.00075 0.00031 0.00066 −0.01180 0.02278
k CV10 50 1 0.38308 0.39236 0.00711 0.00860 0.00126 0.00036 0.00585 0.00929 0.07598
  50 3 0.09741 0.10438 0.00252 0.00327 0.00039 0.00019 0.00213 0.00697 0.04568
BCV10 50 1 0.38308 0.27549 0.01950 0.00968 0.00579 0.00113 0.01371 −0.10758 0.04622
  50 3 0.09741 0.08135 0.00302 0.00163 0.00173 0.00078 0.00128 −0.01606 0.03202
k CV10 100 1 0.35366 0.35585 0.00299 0.00364 0.00049 0.00012 0.00251 0.00219 0.05003
  100 3 0.07962 0.08055 0.00085 0.00109 0.00010 0.00005 0.00075 0.00094 0.02735
BCV10 100 1 0.35366 0.29629 0.00756 0.00427 0.00305 0.00041 0.00451 −0.05737 0.03488
  100 3 0.07962 0.06942 0.00136 0.00072 0.00076 0.00026 0.00060 −0.01020 0.02239
  1. e a = 1 / N i = 1 N e i , e N = 1 / N i = 1 N e Ri , M S B = 1 / N i = 1 N ( e Ri e i ) 2