Install the Design and Hmisc package then do:
library(Design)
?validate.lrm
?calibrate
Resampling methods such as the bootstrap and cross-validation assume you
have done no model/variable selection outside the bootstrap look, i.e.,
you let the bootstrap repeat all modeling steps that used Y. validate
and calibrate only support backward stepdown variable selection, but if
you are using full pre-specified model fits, this is even easier.
Frank
vivienne_o.ozoh...@boimail.com wrote:
Hi,
I was wondering whether this query was addressed on how to perform
validation through boostrapping. I am currently trying to implement a
boostrapping approach to validation but don't know where to start. Help
please.
Thank you and Regards,
Vivienne Ozohili
Risk Model Validation Manager
Group Risk
Independent Control Unit
A5, Bank of Ireland Head Office
Lower Baggot Street
Dublin 2
Tel: +353-01-6044833
Email: vivienne_o.ozoh...@boimail.com
The Governor and Company of the Bank of Ireland is regulated by the
Financial Regulator in Ireland and authorised by the Financial Services
Authority in the UK. Bank of Ireland incorporated in Ireland with Limited
Liability.
Registered Office: Head Office, Lower Baggot Street, Dublin 2. Registered
Number - C-1
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