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rms (version 4.1-3)

validate: Resampling Validation of a Fitted Model's Indexes of Fit

Description

The validate function when used on an object created by one of the rms series does resampling validation of a regression model, with or without backward step-down variable deletion.

Usage

# fit <- fitting.function(formula=response ~ terms, x=TRUE, y=TRUE)
validate(fit, method="boot", B=40,
         bw=FALSE, rule="aic", type="residual", sls=0.05, aics=0, 
         force=NULL, estimates=TRUE, pr=FALSE, ...)
## S3 method for class 'validate':
print(x, digits=4, B=Inf, \dots)
## S3 method for class 'validate':
latex(object, digits=4, B=Inf, file='', append=FALSE,
                         title=first.word(deparse(substitute(x))),
                         caption=NULL, table.env=FALSE,
                         size='normalsize', extracolsize=size, ...)

Arguments

fit
a fit derived by e.g. lrm, cph, psm, ols. The options x=TRUE and y=TRUE must have been specified.
method
may be "crossvalidation", "boot" (the default), ".632", or "randomization". See predab.resample for details. Can abbreviate, e.g. "cross", "b", ".6".
B
number of repetitions. For method="crossvalidation", is the number of groups of omitted observations. For print.validate and latex.validate, B is an upper limit on the number of resamples for whi
bw
TRUE to do fast step-down using the fastbw function, for both the overall model and for each repetition. fastbw keeps parameters together that represent the same factor.
rule
Applies if bw=TRUE. "aic" to use Akaike's information criterion as a stopping rule (i.e., a factor is deleted if the $\chi^2$ falls below twice its degrees of freedom), or "p" to use $P$-values.
type
"residual" or "individual" - stopping rule is for individual factors or for the residual $\chi^2$ for all variables deleted
sls
significance level for a factor to be kept in a model, or for judging the residual $\chi^2$.
aics
cutoff on AIC when rule="aic".
force
see fastbw
estimates
pr
TRUE to print results of each repetition
...
parameters for each specific validate function, and parameters to pass to predab.resample (note especially the group, cluster, amd subset parameters). For latex, optional arguments
x,object
an object produced by one of the validate functions
digits
number of decimal places to print
file
file to write LaTeX output. Default is standard output.
append
set to TRUE to append LaTeX output to an existing file
title, caption, table.env, extracolsize
see latex.default. If table.env is FALSE and caption is given, the character string contained in caption will be placed before the table
size
size of LaTeX output. Default is 'normalsize'. Must be a defined LaTeX size when prepended by double slash.

Value

  • a matrix with rows corresponding to the statistical indexes and columns for columns for the original index, resample estimates, indexes applied to the whole or omitted sample using the model derived from the resample, average optimism, corrected index, and number of successful re-samples.

Side Effects

prints a summary, and optionally statistics for each re-fit

concept

  • model validation
  • predictive accuracy
  • bootstrap

Details

It provides bias-corrected indexes that are specific to each type of model. For validate.cph and validate.psm, see validate.lrm, which is similar. For validate.cph and validate.psm, there is an extra argument dxy, which if TRUE causes the dxy.cens function to be invoked to compute the Somers' $D_{xy}$ rank correlation to be computed at each resample. The values corresponting to the row $D_{xy}$ are equal to $2 * (C - 0.5)$ where C is the C-index or concordance probability. For validate.cph with dxy=TRUE, you must specify an argument u if the model is stratified, since survival curves can then cross and $X\beta$ is not 1-1 with predicted survival. There is also validate method for tree, which only does cross-validation and which has a different list of arguments.

See Also

validate.ols, validate.cph, validate.lrm, validate.rpart, predab.resample, fastbw, rms, rms.trans, calibrate, dxy.cens, survConcordance

Examples

Run this code
# See examples for validate.cph, validate.lrm, validate.ols
# Example of validating a parametric survival model:

n <- 1000
set.seed(731)
age <- 50 + 12*rnorm(n)
label(age) <- "Age"
sex <- factor(sample(c('Male','Female'), n, TRUE))
cens <- 15*runif(n)
h <- .02*exp(.04*(age-50)+.8*(sex=='Female'))
dt <- -log(runif(n))/h
e <- ifelse(dt <= cens,1,0)
dt <- pmin(dt, cens)
units(dt) <- "Year"
S <- Surv(dt,e)


f <- psm(S ~ age*sex, x=TRUE, y=TRUE)  # Weibull model
# Validate full model fit
validate(f, B=10)                # usually B=150


# Validate stepwise model with typical (not so good) stopping rule
# bw=TRUE does not preserve hierarchy of terms at present
validate(f, B=10, bw=TRUE, rule="p", sls=.1, type="individual")

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