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Dan_Weinand comments on 2013 Survey Results - Less Wrong
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Does that actually work better than just setting a higher bar for significance? My gut says that data is data and chopping it up cleverly can't work magic.
Cross validation is actually hugely useful for predictive models. For a simple correlation like this, it's less of a big deal. But if you are fitting a local linearly weighted regression line for instance, chopping the data up is absolutely standard operating procedure.