[R] recommendation on B for validate.lrm () ?
Frank Harrell
f.harrell at vanderbilt.edu
Sun May 1 21:36:00 CEST 2011
For this case B=200 should work well if using the bootstrap. For cross-val.
you can use B=10-fold cross-val and repeat the process 100 times for
adequate precision, averaging over the 100 as done in
http://biostat.mc.vanderbilt.edu/wiki/pub/Main/RmS/logistic.val.pdf (note
this was using the Design package and there may be subtle changes with the
rms package).
Frank
viostorm wrote:
>
> I have a logistic regression model I'm trying to do k-fold cross
> validation on.
>
> The number of observations is approximately 550 and an event rate of about
> 30%
>
> Does anyone have a recommendation for a B value to use for this data set?
>
-----Frank Harrell
Department of Biostatistics, Vanderbilt University--
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