PREDICTIVE VALUE OF STATISTICAL-MODELS

被引：458

作者：

VANHOUWELINGEN, JC

LECESSIE, S

机构：

[1] Department of Medical Statistics, Leiden University, Leiden, 2300 RA

来源：

STATISTICS IN MEDICINE | 1990年 / 9卷 / 11期

关键词：

D O I：

10.1002/sim.4780091109

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

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 split‐sample approach is discussed and demonstrated on two data sets. Copyright © 1990 John Wiley & Sons, Ltd.

引用

页码：1303 / 1325

页数：23

共 39 条

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