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

From: Greg Snow <Greg.Snow_at_imail.org>
Date: Wed, 23 Jul 2008 12:19:14 -0600

> -----Original Message-----
> From: r-help-bounces@r-project.org
> [mailto:r-help-bounces_at_r-project.org] On Behalf Of Michal Figurski
> Sent: Wednesday, July 23, 2008 10:22 AM
> To: r-help_at_r-project.org
> Subject: Re: [R] Coefficients of Logistic Regression from
> bootstrap - how to get them?
>
> Thank you all for your words of wisdom.
>
> I start getting into what you mean by bootstrap. Not
> surprisingly, it seems to be something else than I do. The
> bootstrap is a tool, and I would rather compare it to a
> hammer than to a gun. People say that hammer is for driving
> nails. This situation is as if I planned to use it to break rocks.

The bootstrap is more like a whole toolbox than just a single tool. I think part of the confusion in this discussion is because you kept asking for a hammer and Frank and others kept looking at their toolbox full of hammers and asking you which one you wanted. Yes you can break a rock with a hammer designed to drive nails, but why not use the hammer designed to break rocks when it is easily available.

>
> The key point is that I don't really care about the bias or
> variance of the mean in the model. These things are useful
> for statisticians; regular people (like me, also a chemist)
> do not understand them and have no use for them (well, now I
> somewhat understand). My goal is very
> practical: I need an equation that can predict patient's
> outcome, based on some data, with maximum reliability and accuracy.

But to get the model with maximum reliability and accuracy you need to account for bias and minimize variability. You may not care what those numbers are directly, but you do care indirectly about their influence on your final model. Another instance where both sides were talking past each other.

--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow_at_imail.org
(801) 408-8111

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Received on Wed 23 Jul 2008 - 18:23:53 GMT

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