R help - Aug 2011 - Predictions from a logistic regression model with validation for ROCR

Dear experts,
I am looking for a package that does logistic regression with corssvalidation
and gives me the probabilites of all the corssvalidations so that I can plot
them in ROCR.
Would also like to know if the corssvalidate model would give me a summary
coefficient for the intercept and my to predictors.
Thank you.
Best regards,

Jon Toledo, MD

Postdoctoral fellow
University of Pennsylvania School of Medicine
Center for Neurodegenerative Disease Research
3600 Spruce Street
3rd Floor Maloney Building
Philadelphia, Pa 19104
 		 	   		  
	[[alternative HTML version deleted]]

On Aug 26, 2011, at 2:09 PM, Jon Toledo wrote:
>
> Dear experts,
> I am looking for a package that does logistic regression with  
> corssvalidation and gives me the probabilites of all the  
> corssvalidations so that I can plot them in ROCR.
> Would also like to know if the corssvalidate model would give me a  
> summary coefficient for the intercept and my to predictors.
I see you have the same left-right typing dyspraxia that I suffer form.

The rms package will do much of what you request. Please note that  
it's author is fairly dismissive of the value of using ROC measures  
(including the C-statistic often called the "Harrell c-statistic") for
the purposes you appear to be considering. Harrell himself neither  
takes credit for nor recommends the c-index for measuring predictive  
abilit. He also points out literature by others that shows that cross- 
validation can often be misleading when estimating error rates. See  
pages 247-249 of the RMS book.

> Thank you.
> Best regards,
>
> Jon Toledo, MD
>
> Postdoctoral fellow


David Winsemius, MD
West Hartford, CT