4
votes
2answers
84 views

How to do external validation of logistic regression models and perform model benchmarking

Quality assessment in trauma has for > 25 years been done with the US derived logistic regression model, the TRISS model. DV: survival/death and IVs: physiologic derangement (continuous), anatomic ...
3
votes
1answer
225 views

Determining values of correction factor based on x bins in observed vs. actual data

I am trying to automate a problem I usually solve by hand. I have a sensor that collects data from the field. Every 6 months or so, I have to do a calibration on that sensor by collecting ...
11
votes
1answer
95 views

When building a regression model using separate modeling/validation sets, is it appropriate to “recirculate” the validation data?

Suppose I've got an 80/20 split between modeling/validation observations. I've fit a model to the modeling data set, and I'm comfortable with the error that I'm seeing on the validation data set. ...
2
votes
1answer
173 views

Prediction evaluation metric for panel/longitudinal data

I would like to evaluate several different models that provide predictions of behavior at a monthly level. The data is balanced, and $n=$100,000 and $T=$12. The outcome is attending a concert in a ...
3
votes
1answer
54 views

Mixing User Data For Cross-Validation

I have data from 12 users, and want to perform cross-validation. Is it necessary that I create my training and test data from different users, or can all of the data be randomized, and then split into ...
1
vote
0answers
64 views

Assessment of a single predictive model

I am facing a situation where I need to assess the predictive ability of a single (regression) model. I do not need to compare its performance with some other model, I just need to show that it ...
3
votes
1answer
289 views

Best method to validate a multiply imputed Cox model with R?

This question is with regards to using a test data set to validate an imputed Cox model using R. With a non-imputed data set I would use val.surv() from ...
3
votes
0answers
94 views

Validating a logistic regression for a specific $x$

I have a logistic regression model for 0/1 binary response data that is built from samples $(x_1,Y_1),\ldots,(x_m,Y_m)$, where $x_1,\ldots,x_m$ are, fixed, nonrandom, real values and $Y_1,\ldots,Y_m$ ...
5
votes
1answer
113 views

What do you do with your testing data?

Suppose you perform a parameter selection study in an environment with not-so-many data points. You divide the available data into training and testing set and you plan to validate the future model on ...
1
vote
1answer
117 views

Difference between Step validation and Cross validation

I'm trying to model some chemical data from a series of spectra. I've gone through the preprocessing step and selected "autoscale" (I'm using Pirouette). And when it comes to validation I'm a little ...
2
votes
1answer
705 views

Weight variables for predictive model

I received a question today that I wasn't exactly sure how to answer. I have built a predictive model using a fairly basic logistic regression that works pretty well and fits our business needs. ...