Preprint
Sep 2026
Deterministic Leave-One-Cluster-Out Cross-Validation for Multilevel Bayesian Structural Equation Models
We introduce a closed-form, refit-free procedure for leave-one-cluster-out (LOCO) cross-validation in multilevel Gaussian Bayesian structural equation models (SEMs), together with predictive scoring of every nested submodel. Conditional independence of clusters given the parameters expresses the cluster-deleted posteri...
Mohammad Alhyari, Haziq Jamil, Hans Montcho et al.
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