[R] logistic regression model validation through bootstrapping

[Frank E Harrell Jr]

Install the Design and Hmisc package then do:
library(Design)
?validate.lrm
?calibrate

Resampling methods such as the bootstrap and cross-validation assume you 
have done no model/variable selection outside the bootstrap look, i.e., 
you let the bootstrap repeat all modeling steps that used Y.  validate 
and calibrate only support backward stepdown variable selection, but if 
you are using full pre-specified model fits, this is even easier.

Frank


Vivienne_O.Ozohili at boimail.com wrote:
> Hi,
> 
> I was wondering whether this query was addressed on how to perform
> validation through boostrapping. I am currently trying to implement a
> boostrapping approach to validation but don't know where to start. Help
> please.
> 
> 
> Thank you and Regards,
> 
> Vivienne Ozohili
> Risk Model Validation Manager
> Group Risk
> Independent Control Unit
> A5, Bank of Ireland Head Office
> Lower Baggot Street
> Dublin 2
> Tel:  +353-01-6044833
> Email: Vivienne_O.Ozohili at boimail.com
> 
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-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University