[R] 632 estimator using boot package

[Frank Harrell]

Jim if I understand you, you are using the ordinary bootstrap instead of the
Efron-Gong "optimism bootstrap".  I don't think the ordinary bootstrap is
applicable here.
Frank

Jin Minming wrote
> 
> Hello Frank,
> 
> Thanks for your advice. 
> 
> I also used the validation using rms package. The results from rms
> indicate that the linear model used in my project is overfitted around 0.1
> in terms of R2. But, the results from using ordinary boot method in boot
> package suggest the mean of R2 is even higher than the original one.  Then
> I guess maybe direclty using Boot package may not be a good idea for
> assessing the overfitting in the regression. 
> 
> Jim
> 
> 
> --- On Mon, 5/3/12, Frank Harrell <f.harrell@> wrote:
> 
>> From: Frank Harrell <f.harrell@>
>> Subject: Re: [R] 632 estimator using boot package
>> To: r-help@
>> Date: Monday, 5 March, 2012, 17:06
>> 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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>> > PLEASE do read the posting guide
>> > http://www.R-project.org/posting-guide.html
>> > and provide commented, minimal, self-contained,
>> reproducible code.
>> > 
>> 
>> 
>> -----
>> Frank Harrell
>> Department of Biostatistics, Vanderbilt University
>> --
>> View this message in context:
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>> Sent from the R help mailing list archive at Nabble.com.
>> 
>> ______________________________________________
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>> mailing list
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>> PLEASE do read the posting guide
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>> and provide commented, minimal, self-contained, reproducible
>> code.
>>
> 
> ______________________________________________
> R-help@ mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: http://r.789695.n4.nabble.com/632-estimator-using-boot-package-tp4446720p4448633.html
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