Researchers analyzed 3,401 MRI scans from three German cohorts, including people with major depressive disorder and healthy participants. They examined the association between body mass index and gray matter density across the brain, comparing ordinary analyses with analyses that tested effects on new data.

In the full sample, the largest underlying effect explained 3.6% of the variation in gray matter density. Without cross-validation, however, small samples produced estimates as high as 53.5%, including estimates as high as 42.9% when the underlying effect was actually zero.