Gad Abraham wrote:
> Hi,
>
> In the boot package, the original statistic is simply the statistic
> function evaluated on the original data (called t0).
>
> However, in Harrell et al 1996 "Multivariable prognostic models..."
> Stats Med vol 15, pp. 361--387, it is different (p. 372):
> The statistic function evaluated on the original data is called
> "D_app" (apparent statistic), whereas "D_orig" (original statistic)
> is derived by first fitting the model to a bootstrap sample, then
> freezing the model and applying it to the original data. The
> bootstrap statistic D_boot is derived by applying the function to
> the bootstrap sample. Then optimism O = average(D_boot - D_orig),
> and the bias-corrected estimate is D_app - O.
>
> Can someone explain this difference, and especially why boot
> doesn't evaluate the frozen model again on the original data?
>
> Thanks,
> Gad
>
>
The optimism bootstrap is a different kind of bootstrap to estimate bias
from overfitting. boot is for the regular bootstrap.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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