Any documentation of pseudovalidate?

[yaolei-leo]

Hey Tim, is there any documentation about the pseudovalidate? I am wondering what is the principle of pseudovalidate.

By the way, can I use the same training dataset to do lasso and training the parameter "s", then apply it to a new dataset?

Thanks!

[tshmak]

There's some explanation of it in the Genetic Epi paper. However, I believe in most cases, using splitvalidate is preferable.

[yaolei-leo]

Thanks!