bigi001 bigi001
2009-May-12 00:36 UTC
[R] Bootstrap error rate of logistic disrmination model
Hi, i am trying to find an appopriate R function which will estimate the bias associated with the apparent error rate of my logistic discriminant model (groups = 2, covariates = 3). I have read that bootstrapping can be used for this. Does anyone have any ideas on how I can go about doing this? I have quite a small sample size for one of my groups and I realize this may cause some problems, but as i can't increase my sample size nor decrease the number of covariates, I am hoping this could work. Maybe adjusting the bootstrap function to maintain the same group ratios as the original data when the bootstrap sample is randomly chosen. I have been using the bellow function for linear dicriminant function error bias estimation but when using it for my logistic models i come into problems with the predict function calculating probabilities instead of group allocation as for lda(). In that case maybe someone knows of a function which predicts goup allocations for data in a logistic reggression that i can use. df=function(data,index){ boot.df=lda(x=white[index,4:6],group=white[index,3]) boot.pr=predict(boot.df) boot.resub=sum(boot.pr$class!=white[index,3])/nrow(white) data.pr=predict(boot.df,white[,4:6]) data.resub=sum(data.pr$class!=white[,3])/nrow(white) bias=data.resub-boot.resub bias } boot(white[,4:13],df,R=500,strata=white[,3]) I realise doing this bootstrap could be very time intensive for the computer and would most probably not be ideal due to my small sample size, so any ideas would be very welcome. Regards, Branislav Igic [[alternative HTML version deleted]]