We are interested in the description of small modulations in time and space of wave-train solutions to the complex Ginzburg-Landau equation partial derivative(T)Psi = (1 + i alpha)partial derivative(2)(X)Psi + Psi - (1+i beta)Psi vertical bar Psi vertical bar(2) near the Eckhaus boundary, that is, when the wave train is near the threshold of its first instability. Depending on the parameters of, alpha, beta, a number of modulation equations can he derived, such as the KdV equation, the Cahn-Hilliard equation, and a family of Ginzburg-Landau based amplitude equations. Here we establish error estimates showing that the Korteweg-de Vries (KdV) approximation makes correct predictions in a certain parameter regime. Our proof is based on energy estimates and exploits the conservation law structure of the critical mode. In order to improve linear damping, we work in spaces of analytic functions.