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I could not find a Wikipedia page, can someone explain to a non-statistician what cross classification is? An example where this technique is used in financial risk assessment (credit risk / market risk) would also be helpful.

Is it the same as cross validation?

kjetil b halvorsen
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Victor
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  • Can you provide an example of your example (i.e. a link or citation)? However, what you may be looking for is a [contigency table](http://en.wikipedia.org/wiki/Contingency_table). – le_andrew May 06 '15 at 20:23
  • Thanks...I cannot provide the source...the source is the examples in the documentation of SAS Risk Dimensions – Victor May 07 '15 at 14:42

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Cross classification usually means that the data points are classified according to multiple criteria (usually coded as factors, that is, categorical variables) at the same time, giving rise to a contingency table.

This has nothing to do with cross-validation.

Kodiologist
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kjetil b halvorsen
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