[R] Validation / Training - test data

[Sam]

Thanks for this,

I had used 

> validate(model0, method="boot",B=200)

To get a index.corrected Brier score, 

However i am also wanting to bootstrap the predicted probabilities  output from  predict(model1, type = "response") to get a idea of confidence, or am i best just using se.fit = TRUE and then calculating the 95%CI? Does what i want to do make sense?

Thanks


On 29 Sep 2010, at 13:38, Frank Harrell wrote:


Split sample validation is highly unstable with your sample size.

The rms package can help with bootstrapping or cross-validation, assuming
you have all modeling steps repreated for each resample.

Frank

-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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