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Comparison of Resubstitution, Data Splitting, the Bootstrap, and the Jackknife as Methods for Estimating Validity Indices of New Marker Tests: A Monte Carlo Study
Author(s) -
Abel U.,
Berger J.
Publication year - 1986
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710280802
Subject(s) - jackknife resampling , estimator , monte carlo method , statistics , linear discriminant analysis , variance (accounting) , computer science , set (abstract data type) , data set , mathematics , econometrics , accounting , business , programming language
Estimating the diagnostic efficiency of marker tests on the basis of the training set is an intricate problem of discriminant analysis for which no analytical solution exists. The paper outline the problem, describes various popular estimation procedures and presents the results of computer simulations comparing the estimators with respect to both bias and variance.