FACTMAC Procedure

CROSSVALIDATION Statement

CROSSVALIDATION <options>;

The CROSSVALIDATION statement performs k-fold cross validation to find the average estimated validation error. You cannot specify this statement if you specify the PARTITION statement.

You can specify the following options:

KFOLD=number: specifies the number of partition folds in the cross validation process, where number is between 2 and 20, inclusive. By default, KFOLD=5.
NOPARALLEL: specifies that k-fold cross validation not be run in parallel. By default, the process runs in parallel.

Last updated: September 23, 2026