] 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
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
__
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
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
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
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
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
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
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