From: A measure of the impact of CV incompleteness on prediction error estimation with application to PCA and normalization
Number of sel.
K=3
K=5
K=10
variables
5
0.5777
0.5927
0.6126
10
0.5557
0.5617
0.5505
20
0.3971
0.4706
0.4511
p/2
0.2720
0.2702
0.2824