Abstract
Overfitting is a common problem in the development of predictive models. It leads to an optimistic estimation of apparent model performance. Internal validation using bootstrapping techniques allows one to quantify the optimism of a predictive model and provide a more realistic estimate of its performance measures. Our objective is to build an easy-to-use command, bsvalidation, aimed to perform a bootstrap internal validation of a logistic regression model.
Original language | English |
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Pages (from-to) | 498-509 |
Number of pages | 12 |
Journal | Stata Journal |
Volume | 21 |
Issue number | 2 |
DOIs | |
Publication status | Published - 29 Jun 2021 |
Bibliographical note
Publisher Copyright:© StataCorp LLC 2021.
Keywords
- bootstrap
- bsvalidation
- internal validation
- logistic
- logit
- performance
- predictive model
- st0644
ASJC Scopus subject areas
- Mathematics (miscellaneous)