0
votes
1answer
15 views

rms package, getting zero Dxy in validation of cph model

I'm doing Cox proportional hazards analysis using Frank Harrell's rms package (4.2.0), with 3 strata. My model seems reasonably predictive on training data (Dxy=-0.537), but somehow in bootstrap ...
0
votes
0answers
37 views

How to validate goodness of fit and forecasting quality of a model?

I am working on big data sets, which represent electricity consumption on power substation throughout the year. I have data every 10 minutes and multiple (and long) seasonalities. I have a daily, ...
0
votes
0answers
43 views

How would you validate a random walk model?

I have used a random walk model and Gibbs sampling (more specifically RJAGS) in order to obtain posterior of the state given the observations. In this case the state is the true proportion of the ...
1
vote
2answers
66 views

Survey data validation with inverted questions

I have a survey using a Likert scale and two inverted questions out of twenty. Using R how can I identify (and maybe filter out) the respondents that always tick agree, for example, and thus did not ...
1
vote
1answer
119 views

Validating the CART model in R

I have built the CART model, however I want to understand how we predict/validate the results with Validation data. ...
1
vote
1answer
720 views

Accuracy rate in naive Bayes classification

I am trying to use a naive Bayes classification technique to predict fraudsters (Caller). My training set of 138 instances has 5 columns viz. ...
4
votes
1answer
322 views

What is the intuition behind the variation of information (VI) metric for cluster validation?

For non-statisticians like me, it is very difficult to capture the idea of VI metric (variation of information) even after reading the relevant paper by Marina ...
1
vote
1answer
298 views

GLM model validation; Patterns in residuals ? - R

I have attached an image obtained during my model validation. I fitted a negative binomial GLM to my data and I have 4 models possible with more or less the same residual plots. I have been reading ...
4
votes
1answer
586 views

Validate cluster analysis in R

I am trying to validate hierarchical cluster analysis result following a paper by Guy Brock, et al. clValid: An R Package for Cluster Validation (pdf). Do I have to use all these methods? What are the ...
0
votes
0answers
342 views

How to write a loop in R to select multiple regression model and validate it?

I would like to run a loop in R. I have never done this before, so I would be very grateful for your help ! I have a sample set: 25 objects. I would like to draw 1 object from it and use it as a ...
2
votes
0answers
74 views

What tasks should I do when performing a model validation?

I have a mixed model built using Data A below, and now I want to validate the model using Data B. What should I do to actually "validate" the model? ...
2
votes
2answers
1k views

Computing c-index for an external validation of a Cox PH model with R

First off, I'll state that I'm aware many questions get asked about the c-index. I've searched this site and others, and I haven't found an answer for my situation. I can successfully use ...
4
votes
1answer
359 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 ...
2
votes
1answer
87 views

Is a different CV arrangement the same as a validation set?

I have a smallish dataset ~ 1500 rows X 500 columns. I've been using a standard 5 fold CV setup where row 1 = CV set1, row2 = CV set2, ... row 6 = CV set1,etc. I'm at the point where I'm trying to ...
4
votes
1answer
1k views

Diagnostic plots for lmer

I am trying to produce a glmm using the lme4 package in R. To validate my model I would like to produce some diagnostic plots ...
2
votes
1answer
579 views

Validation of a linear regression model using R

I have created a multiple linear regression model with R using lm and glm. I am using lm on ...
4
votes
1answer
2k views

Model validation after fitting a negative binomial GLM in R

Ok, I have searched and searched and just have no clue where to start. First, what I would like to do is produce a QQ-plot (or even a readable residual plot) to look at the fit of my model. I guess ...
1
vote
1answer
744 views

How to plot AIC values when using the leaps package?

Does anybody know how to plot all AIC values for different size models, when using the command regsubsets from the package ...
4
votes
2answers
955 views

Variance explained of a mixed effects model in a new data set

I'm using the following function to calculate Edwards R^2 (formula 19 in Edwards et al. 2008) of a mixed effects model (I hope the implementation is correct): ...