approximate cross-validation (ACV) methods may be slow and inaccurate in GLM problems with high data dimension

We are grateful to the reviewers for their helpful feedback. And we provide an efficiently computable upper bound on the error of our ACV method. So, for (2), there is real interest in the full-covariate GLM. We will illustrate with an empirical comparison to the proposal in (1) in our revision. We searched for relevant papers by (e.g.) Noureddine El Karoui but did not find one.