Given multiple cross-validation folds of a logistic regression, and the resulting multiple estimates of each regression coefficient, how should one measure whether or not a predictor (or set of predictors) is/are stable and meaningful based on the regression coefficient(s)? Is this different for linear regression?

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#### Best Answer

You could treat the regression coefficients resulting from each test fold in the CV as independent observations and then calculate their reliability/stability using intra-class correlation coefficient (ICC) as reported by Shrout & Fleiss.