Re: [R] 632 estimator using boot package

2012-03-06 Thread Jin Minming
] 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

[R] 632 estimator using boot package

2012-03-05 Thread Jin Minming
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 __

Re: [R] 632 estimator using boot package

2012-03-05 Thread Frank Harrell
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

Re: [R] 632 estimator using boot package

2012-03-05 Thread Angelo Canty
There is an example of calculating the 0.632 prediction error estimator in Chapter 6 of Davison Hinkley (Practical 6.5) I'm not sure what you mean by leave-one-out bootstrapping. If you actually mean the jackknife then look at the empinf function. If you mean subsampling, this can be

Re: [R] 632 estimator using boot package

2012-03-05 Thread Angelo Canty
Sorry, the final sentence should say sim=parametric Angelo Canty wrote: There is an example of calculating the 0.632 prediction error estimator in Chapter 6 of Davison Hinkley (Practical 6.5) I'm not sure what you mean by leave-one-out bootstrapping. If you actually mean the jackknife then

Re: [R] 632 estimator using boot package

2012-03-05 Thread Jin Minming
Thanks a lot, I will check that. Jim --- On Mon, 5/3/12, Angelo Canty ca...@math.mcmaster.ca wrote: From: Angelo Canty ca...@math.mcmaster.ca Subject: Re: [R] 632 estimator using boot package To: r-help@r-project.org Date: Monday, 5 March, 2012, 18:19 There is an example of calculating

Re: [R] 632 estimator using boot package

2012-03-05 Thread Jin Minming
estimator using boot package To: r-help@r-project.org 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

Re: [R] 632 estimator using boot package

2012-03-05 Thread Frank Harrell
for assessing the overfitting in the regression. Jim --- On Mon, 5/3/12, Frank Harrell lt;f.harrell@gt; wrote: From: Frank Harrell lt;f.harrell@gt; Subject: Re: [R] 632 estimator using boot package To: r-help@ Date: Monday, 5 March, 2012, 17:06 Bootstrapping does not leave one out