[R] logistic regression model validation through bootstrapping

Frank E Harrell Jr f.harrell at vanderbilt.edu
Mon Mar 2 22:14:35 CET 2009

Install the Design and Hmisc package then do:

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.


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
> The Governor and Company of the Bank of Ireland is regulated by the
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> Liability.
> Registered Office: Head Office, Lower Baggot Street, Dublin 2. Registered
> Number - C-1
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Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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