Re: [R] cross-validation / sensitivity anaylsis for logistic regression model

From: <Cody_Hamilton_at_edwards.com>
Date: Mon, 14 May 2007 16:49:01 -0700

Dylan,

You might like the validate() function in the Design library. It validates several model indeces (e.g. R^2) using resampling. There is some discussion on this function (as well as on validating your model via resampling) in the book on S programming by Carlos Alzola and Frank Harrell (available at
http://biostat.mc.vanderbilt.edu/twiki/pub/Main/RS/sintro.pdf).

Regards,

   -Cody

                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




                                                                           
             Dylan Beaudette                                               
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Hi,

I have developed a logistic regression model in the form of (factor_1~ numeric
+ factor_2) and would like to perform a cross-validation or some similar form of sensitivity analysis on this model.

using cv.glm() from the boot package:

# dataframe from which model was built in 'z'
# model is called 'm_geo.lrm'

# as suggested in the man page for a binomial model:
cost <- function(r, pi=0) mean(abs(r-pi)>0.5) cv.10.err <- cv.glm(z, m_geo.lrm, cost, K=10)$delta

I get the following:
cv.10.err

    1 1
0.275 0.281

Am I correct in interpreting that this is the mean estimated error percentage
for this specified model, after 10 runs of the cross-validation?

any tips on understanding the output from cv.glm() would be greatly appreciated. I am mostly looking to perform a sensitivity analysis with this
model and dataset - perhaps there are other methods?

thanks

--
Dylan Beaudette
Soils and Biogeochemistry Graduate Group
University of California at Davis
530.754.7341

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Received on Mon 14 May 2007 - 23:55:29 GMT

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