Re: [R] recommendation on B for validate.lrm () ?

From: Frank Harrell <f.harrell_at_vanderbilt.edu>
Date: Sun, 01 May 2011 12:36:00 -0700 (PDT)

For this case B=200 should work well if using the bootstrap. For cross-val. you can use B=10-fold cross-val and repeat the process 100 times for adequate precision, averaging over the 100 as done in http://biostat.mc.vanderbilt.edu/wiki/pub/Main/RmS/logistic.val.pdf (note this was using the Design package and there may be subtle changes with the rms package).

Frank

viostorm wrote:
>
> I have a logistic regression model I'm trying to do k-fold cross
> validation on.
>
> The number of observations is approximately 550 and an event rate of about
> 30%
>
> Does anyone have a recommendation for a B value to use for this data set?
>

-----Frank Harrell
Department of Biostatistics, Vanderbilt University-- View this message in context: http://r.789695.n4.nabble.com/recommendation-on-B-for-validate-lrm-tp3486200p3488384.html Sent from the R help mailing list archive at Nabble.com.



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 05 May 2011 - 06:25:08 GMT

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