Thank you David. I was indeed looking at rms, DAAG and caret.
I didn´t find a way to extract with predict the probabilities of the
crossalidated model in rms, so I will try with DAAG. But DAAG only gives one
set of crossvalidatet proabilities and I wanted the probabilities for all
crossvalidated sets.
Thank you very much.
> CC: r-help@r-project.org
> From: dwinsem...@comcast.net
> To: tintin...@hotmail.com
> Subject: Re: [R] Predictions from a logistic regression model with validation
> for ROCR
> Date: Fri, 26 Aug 2011 14:35:37 -0400
>
>
> On Aug 26, 2011, at 2:09 PM, Jon Toledo wrote:
>
> >
> > Dear experts,
> > I am looking for a package that does logistic regression with
> > corssvalidation and gives me the probabilites of all the
> > corssvalidations so that I can plot them in ROCR.
> > Would also like to know if the corssvalidate model would give me a
> > summary coefficient for the intercept and my to predictors.
>
> I see you have the same left-right typing dyspraxia that I suffer form.
>
> The rms package will do much of what you request. Please note that
> it's author is fairly dismissive of the value of using ROC measures
> (including the C-statistic often called the "Harrell c-statistic") for
> the purposes you appear to be considering. Harrell himself neither
> takes credit for nor recommends the c-index for measuring predictive
> abilit. He also points out literature by others that shows that cross-
> validation can often be misleading when estimating error rates. See
> pages 247-249 of the RMS book.
>
>
> > Thank you.
> > Best regards,
> >
> > Jon Toledo, MD
> >
> > Postdoctoral fellow
>
>
>
> David Winsemius, MD
> West Hartford, CT
>
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