Question

Suppose that we want to select between two prediction models, M1
and M2
. We have
performed 10 rounds of 10-fold cross-validation on each model, where the same data
partitioning in round i is used for both M1
and M2. The error rates obtained for M1
are
30.5, 32.2, 20.7, 20.6, 31.0, 41.0, 27.7, 26.0, 21.5, 26.0. The error rates for M2 are 22.4,
14.5, 22.4, 19.6, 20.7, 20.4, 22.1, 19.4, 16.2, 35.0. Comment on whether one model is
significantly better than the other considering a significance level of 1%.

Answer 1

Answer:

We have performed 10 rounds of 10-fold cross- validation on each. … of 10-fold cross- validation on each model, where the same data partitioning in round i is used for both M1 and M2.