There is growing interest in integrating explanatory and predictive research practices in psychological research. For this integration to be successful, the psychologist's toolkit must incorporate standard procedures that enable a direct estimation of the prediction error, such as cross-validation (CV). Despite their apparent simplicity, CV methods are intricate, and thus it is crucial to adapt them to specific contexts and predictive metrics. This study delves into the performance of different CV methods in estimating the prediction error in the