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Predictive value of statistical models
Author(s) -
Van Houwelingen J. C.,
Le Cessie S.
Publication year - 1990
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780091109
Subject(s) - statistics , logistic regression , ordinary least squares , regression analysis , regression , computer science , proportional hazards model , value (mathematics) , regression diagnostic , mathematics , econometrics , polynomial regression
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.