I suggested the question about the cross-validation R2. From Wordnik.com. [Ammann at AGU #2 « Climate Audit] Reference
This is probably why the cross-validation statistics are dismal. From Wordnik.com. [NAS Panel Report « Climate Audit] Reference
In the original SI , the cross-validation R2 statistic was not reported. From Wordnik.com. [MBH98 Source Code: Cross-validation R2 « Climate Audit] Reference
In fact, the R2 cross-validation failure was massive, with an R2 of ~0.0. From Wordnik.com. [Conflict of Interest #2 « Climate Audit] Reference
The most important point is the failure of the cross-validation R2 statistic. From Wordnik.com. [Is Gavin Schmidt Honest? « Climate Audit] Reference
There is no "if" as to whether he calculated the cross-validation R2 statistic. From Wordnik.com. [Cross-Validation R2 Source Code Reference « Climate Audit] Reference
No one has come forward to dispute the massive MBH98 cross-validation R2 failure. From Wordnik.com. [Crowley and North [1991] « Climate Audit] Reference
The MBH98 reconstruction ⤠had significant skill in independent cross-validation tests. From Wordnik.com. [Conflict of Interest #2 « Climate Audit] Reference
This is not a “disproof” of our claim that MBH failed standard cross-validation tests. From Wordnik.com. [Michael Mann at UC Santa Cruz « Climate Audit] Reference
My surmise that the cross-validation R2 will be about ~0 is based on bristlecone imprinting. From Wordnik.com. [Errors Matter #1: the no-PC Alternative « Climate Audit] Reference
This also applies to Wahl and Ammann, who similarly do not report a cross-validation R2 statistic. From Wordnik.com. [MBH98 Source Code: Cross-validation R2 « Climate Audit] Reference
The selective omission of the cross-validation R2 statistic is a material distortion of the record. From Wordnik.com. [MBH98 Source Code: Cross-validation R2 « Climate Audit] Reference
The cross-validation R2 was not left out because of a rush or the censored bristlecone calculations. From Wordnik.com. [Barton "Op Ed" « Climate Audit] Reference
OK, back to Ammann at AGU, his answer to the cross-validation R2 and my offer to him after our lunch. From Wordnik.com. [Ammann at AGU: the Answer « Climate Audit] Reference
The MBH98 reconstruction failed the R2 and other cross-validation tests using the 15th century network. From Wordnik.com. [Conflict of Interest #2 « Climate Audit] Reference
I think that asking for the cross-validation R2 was a good one-bite question at several different levels. From Wordnik.com. [Ammann at AGU: the Answer « Climate Audit] Reference
How is the complete failure of the cross-validation R2 statistic “immaterial”, whatever the dataset ?. From Wordnik.com. [It's Hard to Imagine… « Climate Audit] Reference
Anyway, you can be sure that the issue of cross-validation statistics will feature prominently in the Reply. From Wordnik.com. [Ammann at AGU: the Answer « Climate Audit] Reference
Imagine comparable circumstances in Lott or Lott withholding cross-validation R2 statistics or the equivalent. From Wordnik.com. [Lambert, Lott and Mann « Climate Audit] Reference
The main point is: did the House Committee get the requested information about the cross-validation statistics?. From Wordnik.com. [Ammann at AGU #2 « Climate Audit] Reference
“In a spurious model, one expects to a reduction in the cross-validation R2 statistic in the verification period.”. From Wordnik.com. [AGU 2005 Draft « Climate Audit] Reference
On our side, the issue of cross-validation statistics focussed a little more when we saw the referee comments in August. From Wordnik.com. [Ammann at AGU #2 « Climate Audit] Reference
In my capacity as an anonymous reviewer not as Stephen McIntyre, I had asked Ammann for the cross-validation R2 statistic. From Wordnik.com. [Ammann at AGU: the Answer « Climate Audit] Reference
And there's a reason for this: because the data from these modalities can be used for cross-validation and mutual calibration. From Wordnik.com. [Mind Hacks: Illusions of taste] Reference
Huybers other point is the use of the mysterious and seldom used statistic, RE, to determine significance in cross-validation. From Wordnik.com. [Take a Ritalin, Dave « Climate Audit] Reference
Not to distract from the theme, but Mann has on several occasions fumed that Michaels and I did not do a cross-validation test. From Wordnik.com. [Ammann at AGU #2 « Climate Audit] Reference
So maybe we experience illusions in the smell/taste modality all the time but we don't notice because there's no cross-validation. From Wordnik.com. [Mind Hacks: Illusions of taste] Reference
The House Committee requested information from M,B and H about whether they calculated the R2 and other cross-validation statistics. From Wordnik.com. [Answers to the House Committee on Cross-Validation Statistics « Climate Audit] Reference
The cross-validation R2 for the out-of-calibration (1851:1860,1881:1919;1966:1980) data is 0.005, obviously insignificant (RE: 0.09). From Wordnik.com. [Splices in Crowley and Lowery « Climate Audit] Reference
The cited realclimate post does not contain any information about whether MBH calculated the R2 and other cross-validation statistics. From Wordnik.com. [Answers to the House Committee on Cross-Validation Statistics « Climate Audit] Reference
What is not said here is that although a high cross-validation r2 is not sufficient as a measure of statistical skill, it is necessary. From Wordnik.com. [MBH98 Source Code: Cross-validation R2 « Climate Audit] Reference
In any event, while Mann fulminated at length, you will note that he did not provide the cross-validation R2 statistic in question to NWT. From Wordnik.com. [Ammann at AGU #2 « Climate Audit] Reference
However, issues of autocorrelation in the residuals got overtaken with the catastrophic and unexpected failure of the cross-validation R2. From Wordnik.com. [Ammann at AGU #2 « Climate Audit] Reference
However, the newly-archived source code demonstrates clearly that MBH did calculate the cross-validation R2 statistic pages 28-29 in my printout. From Wordnik.com. [MBH98 Source Code: Cross-validation R2 « Climate Audit] Reference
It is impossible to construe the sentence highlighted above as anything other than a misrepresentation of the failure of R2 cross-validation for the 15th century network. From Wordnik.com. [Conflict of Interest #2 « Climate Audit] Reference
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