Bootstrap internal validation command for predictive logistic regression models
Borja M. Fernández‐Félix, Esther García‐Esquinas, Alfonso Muriel, Ana Royuela, Javier Zamora
2021The Stata Journal Promoting communications on statistics and Stata70 citationsDOIOpen Access PDF
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.
Topics & Concepts
Bootstrapping (finance)OverfittingLogistic regressionComputer sciencePredictive modellingLogistic model treeInternal modelPredictive powerModel validationStatisticsEconometricsMachine learningArtificial intelligenceMathematicsPhilosophyControl (management)Artificial neural networkEpistemologyData scienceStatistical Methods and InferenceAdvanced Statistical Methods and ModelsForecasting Techniques and Applications