%include data(fitness);
title      'Cross-validation of a regression model';
/*
            ---------------------------------------
  o Hold back a portion of the data from the original fit.
  o Evaluate how well the model determined from the rest of the
    data does on the cross-validatation sample.
*/
 
data fit2;
   set fitness;
   if uniform(125741) < .667   /* generate model on 2/3 of data */
      then oxy2 = oxy;
      else oxy2 = . ;          /* generate prediction on CV sample */
 
proc reg data=fit2;
   title2 'Model generation (2/3) sample';
   model oxy2=age weight runtime runpulse / p;
   output out=stats
          p=predict r=resid;
 
proc corr data=stats nosimple;
   where (oxy2 = .);        /* select CV 1/3 sample */
   var predict oxy;         /* correlate y, yhat    */
   title 'Cross-validation (1/3) sample';