Two engineers were independently testing a cubic polynomial regression model on the same dataset. The first engineer used the validation set approach, while the second one used 10-fold cross-validation to estimate test MSE. Both of them repeated the test 20 times, each time with a different set.seed() number. Then, each engineer calculated the mean and the standard deviation of his 20 estimated test MSE. Which of the following statement is most likely true? • The standard deviation of MSE from the first engineer will be greater than the standard deviation of MSE from the second engineer. • The mean MSE from the first engineer will be less than the mean MSE from the second engineer. • The mean MSE from the first engineer will be greater than the mean MSE from the second engineer. • The standard deviation of MSE from the first engineer will be less than the standard deviation of MSE from the second engineer.
Two engineers were independently testing a cubic polynomial regression model on the same dataset. The first engineer used the validation set approach, while the second one used 10-fold cross-validation to estimate test MSE. Both of them repeated the test 20 times, each time with a different set.seed() number. Then, each engineer calculated the mean and the standard deviation of his 20 estimated test MSE.
Which of the following statement is most likely true?
• The standard deviation of MSE from the first engineer will be greater than the standard deviation of MSE from the second engineer.
• The mean MSE from the first engineer will be less than the mean MSE from the second engineer.
• The mean MSE from the first engineer will be greater than the mean MSE from the second engineer.
• The standard deviation of MSE from the first engineer will be less than the standard deviation of MSE from the second engineer.
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