[R] Validation / Training - test data

Frank Harrell f.harrell at vanderbilt.edu
Wed Sep 29 14:38:42 CEST 2010


Split sample validation is highly unstable with your sample size.

The rms package can help with bootstrapping or cross-validation, assuming
you have all modeling steps repreated for each resample.

Frank

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Frank Harrell
Department of Biostatistics, Vanderbilt University
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