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glm's
2011 Apr 12
0
cross-validation complex model AUC Nagelkerke R squared code
...ue with
the built-in calculation in package "Design" and got consistent results.
Now I implement a cross validation procedure, dividing the sample
randomly into k-subsamples with equal size. Afterwards I calculate the
predicted probabilities for each k-th subsample with a model
(fit.glm_s) developed taking the same algorithm as for the whole data
model (stepwise forward selection selection etc.) but using all but the
k-th subsample. I store the predicted probabilities subsequently and
build up my LIKM vector (see above) the following way.
LIKM[sub] <- predict(fit.glm_s, data=...