Re: [R] Coefficients of Logistic Regression from bootstrap - how to get them?

From: Gustaf Rydevik <gustaf.rydevik_at_gmail.com>
Date: Wed, 23 Jul 2008 12:07:01 +0200

On Tue, Jul 22, 2008 at 11:32 PM, Frank E Harrell Jr <f.harrell_at_vanderbilt.edu> wrote:
> Michal Figurski wrote:
>>
>> Dear Marc and all,
>>
>> Thank you for all the due respect.
>>
>> I tried to explain as much explicitly as I could what I am trying to do in
>> my first email. I did not invent this procedure, it was already published in
>> the paper:
>>
>> T. Pawinski, M. Hale, M. Korecka, W.E. Fitzsimmons, L.M. Shaw. Limited
>> Sampling Strategy for the Estimation of Mycophenolic Acid Area under the
>> Curve in Adult Renal Transplant Patients Treated with Concomitant
>> Tacrolimus. Clinical Chemistry 2002(48:9), 1497-1504
>
> If you send me a pdf of this paper I will be glad to take a look.
>
> Rather than an ad hoc bootstrap procedure you might look at the
> resistent/robust fit literature and use an objective function that spells
> out what is being optimized.
>
> There probably are cases where taking the median of a set of bootstrap
> regression coefficient estimates works well in a certain sense, but I would
> put my money on penalized maximum likelihood estimation.
>
> As Marc said, your attitude towards free advice is puzzling.
>
> Frank
>

The url for the mentioned paper is at:
http://www.clinchem.org/cgi/content/full/48/9/1497

The bootstrap as applied in that paper is used to evaluate different regression models against each other (though I wonder how sensible it is to look at 26 different models with only 50 data points), which to me seem like an ok usage.
The use of the median of bootstrap coefficients for the final estimates seem more like an afterthought, probably with the hope to reduce bias but without any arguments.

/Gustaf

-- 
Gustaf Rydevik, M.Sci.
tel: +46(0)703 051 451
address:Essingetorget 40,112 66 Stockholm, SE
skype:gustaf_rydevik

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