Jim if I understand you, you are using the ordinary bootstrap instead of the Efron-Gong "optimism bootstrap". I don't think the ordinary bootstrap is applicable here. Frank
Jin Minming wrote > > Hello Frank, > > Thanks for your advice. > > I also used the validation using rms package. The results from rms > indicate that the linear model used in my project is overfitted around 0.1 > in terms of R2. But, the results from using ordinary boot method in boot > package suggest the mean of R2 is even higher than the original one. Then > I guess maybe direclty using Boot package may not be a good idea for > assessing the overfitting in the regression. > > Jim > > > --- On Mon, 5/3/12, Frank Harrell <f.harrell@> wrote: > >> From: Frank Harrell <f.harrell@> >> Subject: Re: [R] 632 estimator using boot package >> To: r-help@ >> Date: Monday, 5 March, 2012, 17:06 >> Bootstrapping does not leave one >> out. As for .632 this is implemented in the >> rms package's validate and calibrate functions. Note >> however that any >> claimed advantages of .632 over the ordinary optimism >> bootstrap seem to be a >> result only of the use of a discontinuous improper scoring >> role (proportion >> classified correctly). The advantage may vanish when >> better scoring rules >> are used. Simulations showing this may be found at >> http://biostat.mc.vanderbilt.edu/rms >> >> Frank >> >> Jin Minming wrote >> > >> > Dear All, >> > >> > Anyone has some idea how to implement 632 estimator and >> leave-one out >> > bootstraping method by using boot package. I know >> the bootstrap package >> > has this function, but it sounds not very flexible for >> my project. >> > >> > Thanks, >> > >> > Jim >> > >> > ______________________________________________ >> > R-help@ mailing list >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide >> > http://www.R-project.org/posting-guide.html >> > and provide commented, minimal, self-contained, >> reproducible code. >> > >> >> >> ----- >> Frank Harrell >> Department of Biostatistics, Vanderbilt University >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/632-estimator-using-boot-package-tp4446720p4446736.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@ >> mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible >> code. >> > > ______________________________________________ > R-help@ mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/632-estimator-using-boot-package-tp4446720p4448633.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
