Predictive value of statistical models.

Abstract:

:A review is given of different ways of estimating the error rate of a prediction rule based on a statistical model. A distinction is drawn between apparent, optimum and actual error rates. Moreover it is shown how cross-validation can be used to obtain an adjusted predictor with smaller error rate. A detailed discussion is given for ordinary least squares, logistic regression and Cox regression in survival analysis. Finally, the splitsample approach is discussed and demonstrated on two data sets.

journal_name

Stat Med

journal_title

Statistics in medicine

authors

Van Houwelingen JC,Le Cessie S

doi

10.1002/sim.4780091109

subject

Has Abstract

pub_date

1990-11-01 00:00:00

pages

1303-25

issue

11

eissn

0277-6715

issn

1097-0258

journal_volume

9

pub_type

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