[R] How to calculate confidence interval using bootstrap

Jane KevinChiang865 at hotmail.com
Fri Apr 13 06:57:15 CEST 2012


Dear List,

If I build a model based on training set, and calculate the predictive AUC
on test set using that model, how should I calculate the 95%CI for this
predictive AUC using bootstrap method? The SE should be calculated on
training set or test set, or combine them together? I feel confused about
it. Thanks

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