[R] 632 estimator using boot package

Frank Harrell f.harrell at vanderbilt.edu
Mon Mar 5 18:06:35 CET 2012


Bootstrapping does not leave one out.  As for .632 this is implemented in the
rms package's validate and calibrate functions.  Note however that any
claimed advantages of .632 over the ordinary optimism bootstrap seem to be a
result only of the use of a discontinuous improper scoring role (proportion
classified correctly).  The advantage may vanish when better scoring rules
are used.  Simulations showing this may be found at
http://biostat.mc.vanderbilt.edu/rms

Frank

Jin Minming wrote
> 
> Dear All,
> 
> Anyone has some idea how to implement 632 estimator and leave-one out
> bootstraping method by using boot package.  I know the bootstrap package
> has this function, but it sounds not very flexible for my project. 
> 
> Thanks,
> 
> Jim
> 
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-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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