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Estimation of error rates in discriminant analysis with selection of variables.
Snapinn, S M; Knoke, J D.
Afiliación
  • Snapinn SM; Merck, Sharp & Dohme Research Laboratories, Brussels, Belgium.
Biometrics ; 45(1): 289-99, 1989 Mar.
Article en En | MEDLINE | ID: mdl-2720056
Accurate estimation of misclassification rates in discriminant analysis with selection of variables by, for example, a stepwise algorithm, is complicated by the large optimistic bias inherent in standard estimators such as those obtained by the resubstitution method. Application of a bootstrap adjustment can reduce the bias of the resubstitution method; however, the bootstrap technique requires the variable selection procedure to be repeated many times and is therefore difficult to compute. In this paper we propose a smoothed estimator that requires relatively little computation and which, on the basis of a Monte Carlo sampling study, is found to perform generally at least as well as the bootstrap method.
Asunto(s)
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Colección: 01-internacional Base de datos: MEDLINE Contexto en salud: 6_ODS3_enfermedades_notrasmisibles Problema de salud: 6_other_circulatory_diseases Asunto principal: Algoritmos / Análisis de Regresión / Muestreo / Modelos Estadísticos Tipo de estudio: Diagnostic_studies / Health_economic_evaluation / Prognostic_studies Límite: Humans Idioma: En Revista: Biometrics Año: 1989 Tipo del documento: Article País de afiliación: Bélgica
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Colección: 01-internacional Base de datos: MEDLINE Contexto en salud: 6_ODS3_enfermedades_notrasmisibles Problema de salud: 6_other_circulatory_diseases Asunto principal: Algoritmos / Análisis de Regresión / Muestreo / Modelos Estadísticos Tipo de estudio: Diagnostic_studies / Health_economic_evaluation / Prognostic_studies Límite: Humans Idioma: En Revista: Biometrics Año: 1989 Tipo del documento: Article País de afiliación: Bélgica
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