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The technique of multicrossvalidation, an extension of the method of double crossvalidation was discussed and compared with analytical "formulae" methods for estimation of shrinkage of the multiple coefficient of correlation. The computer implementation of the suggested multicrossvalidation algorithm was described. The validity of analytical estimates was evaluated jointly with multicrossvalidated R's within the framework of amorphous and prestructured data sets.
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Krus et al. (1982) studied this question.
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