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m_get
2007 May 14
1
cross-validation / sensitivity anaylsis for logistic regression model
...a logistic regression model in the form of (factor_1~ numeric
+ factor_2) and would like to perform a cross-validation or some similar
form of sensitivity analysis on this model.
using cv.glm() from the boot package:
# dataframe from which model was built in 'z'
# model is called 'm_geo.lrm'
# as suggested in the man page for a binomial model:
cost <- function(r, pi=0) mean(abs(r-pi)>0.5)
cv.10.err <- cv.glm(z, m_geo.lrm, cost, K=10)$delta
I get the following:
cv.10.err
1 1
0.275 0.281
Am I correct in interpreting that this is the mean estimated error perc...