Bootstrap internal validation command for predictive logistic regression models

Overtting 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 perform...

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Bibliographic Details
Published inStata Journal Vol. 21; no. 2; pp. 498 - 509
Main Authors Fernandez-Felix, B. M, Garcia-Esquinas, E, Muriel, A, Royuela, A, Zamora, J
Format Journal Article
LanguageEnglish
Published 01.07.2021
Edition199
Subjects
bootstrap
bsvalidation
internal validation
logistic
logit
predictive model
Research and Development/Tech Change/Emerging Technologies
st0644
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Summary:Overtting 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.
ISSN:1536-8634
DOI:10.22004/ag.econ.340411