array chip wrote:
Hi, another question about validate() in Design library. The arugment "B" of this function is number of
repetition for method="bootstrap", which is easy to understand; but for method="crossvalidation", B
is the number of groups of omitted observations. This is confusing, I don't understand what it means. Let's say 5-fold
cross validation, all samples are divided into 5 groups of equal number of samples, 4 groups will be used as training
and the model developed there will be tested in the 1 group left-over. And the process circulate for all 5 groups. What
does the "B" argument mean in this example? B=5? or B=1 because 1 group of samples omitted from model
development?
Thanks
Yi
Use B=5 to get 5-fold cross-validation. But to get adequate precision
you will need, depending on your overall sample size, to repeat this 100
times and average the results over the 100 calls to validate().
Note that if you have done any feature or model selection using Y you
will have to find a way to repeat the selection from the beginning for
each resample.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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