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

[31] Pregibon D., Logistic regression diagnostics, The Annals of Statistics, 9, pp. 705-724, (1981)
[32] Storer B.E., Crowley J., A diagnostic for Cox regression and general conditional likelihoods, Journal of the American Statistical Association, 80, pp. 139-147, (1985)
[33] Gong G., Cross‐validation, the jackknife, and the bootstrap: excess error rate estimation in forward logistic regression, Journal of the American Statistical Association, 81, pp. 108-113, (1986)
[34] Mosteller F., Tukey J.W., Data Analysis and Linear Regression, (1977)
[35] McCarthy P.J., The use of balanced half‐sample replication in cross‐validation studies, Journal of the American Statistical Association, 44, pp. 596-604, (1976)
[36] Cox D.R., Hinkley D.W., Theoretical Statistics, (1974)
[37] Gilks W.R., Some applications of hierarchical models in kidney transplantation, The Statistician, 36, pp. 127-136, (1987)
[38] Thorogood J., Van Houwelingen J.C., Persijn G.G., Zantroort F.A., Schreuder G.M.Th., Van Rood J.J.
[39] Lund B., Williamson P., Van Houwelingen H.C., Neijt J.P.

← 1 2 3 4 →