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Comparison of modeling strategies
Comparison of modeling strategies
We compared various modeling strategies for logistic regression models in a paper in Stat Med 2000 and Medical Decision Making 2001.
Here are samples from GUSTO-I with code (S-plus).
Steyerberg Stat Med 2000 sel+estimate small data sets.pdfSteyerberg.MDM01.pdfValidation and Updating
Validation and Updating
In a Stat Med paper (2004) we proposed an updating procedure towards recalibrated values for a previously developed model, including shrinkage to avoid overoptimistic predictions. This idea builds on previous work by Hans van Houwelingen, see e.g. his Stat Med 2000 paper. Simulations were done with S-plus code.
Steyerberg Performance measures Epidemiology Jan 2010.pdfGeloven Validation of prediction models with competing risks BMJ2022.pdfPerformance assessment: traditional and novel measures
Performance assessment: traditional and novel measures
Here is the R code with the data for the often cited paper on quality assessment in the prediction of binary outcomes. The val.prob.ci.2 function is here and in a package by Bavo de Cock.
At GitHub we have functions for performance assessment in survival and competing risk analysis.
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