Adjusting for optimism/overfitting in measures of predictive ability using bootstrapping
In a previous post we looked at the area under the ROC curve for assessing the discrimination ability of a fitted logistic regression model. An issue that we ignored there was that we used the same dataset to fit the model (estimate its parameters) and to assess its predictive ability. A problem with doing this, … Continue reading Adjusting for optimism/overfitting in measures of predictive ability using bootstrapping
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