bootstrapValidation.Res: Bootstrap validation of regression models

Description Usage Arguments Details Value Author(s) See Also

Description

This function bootstraps the model n times to estimate for each variable the empirical bootstrapped distribution of model coefficients, and net residual improvement (NeRI). At each bootstrap the non-observed data is predicted by the trained model, and statistics of the test prediction are stores and reported.

Usage

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	bootstrapValidation_Res(fraction = 1,
	                        loops = 200,
	                        model.formula,
	                        Outcome,
	                        data,
	                        type = c("LM", "LOGIT", "COX"),
	                        plots = FALSE,
							bestmodel.formula=NULL)

Arguments

fraction

The fraction of data (sampled with replacement) to be used as train

loops

The number of bootstrap loops

model.formula

An object of class formula with the formula to be used

Outcome

The name of the column in data that stores the variable to be predicted by the model

data

A data frame where all variables are stored in different columns

type

Fit type: Logistic ("LOGIT"), linear ("LM"), or Cox proportional hazards ("COX")

plots

Logical. If TRUE, density distribution plots are displayed

bestmodel.formula

An object of class formula with the best formula to be compared

Details

The bootstrap validation will estimate the confidence interval of the model coefficients and the NeRI. It will also compute the train and blind test root-mean-square error (RMSE), as well as the distribution of the NeRI p-values.

Value

data

The data frame used to bootstrap and validate the model

outcome

A vector with the predictions made by the model

boot.model

An object of class lm, glm, or coxph containing a model whose coefficients are the median of the coefficients of the bootstrapped models

NeRIs

A matrix with the NeRI for each model term, estimated using the bootstrap test sets

tStudent.pvalues

A matrix with the t-test p-value of the NeRI for each model term, estimated using the bootstrap train sets

wilcox.pvalues

A matrix with the Wilcoxon rank-sum test p-value of the NeRI for each model term, estimated using the bootstrap train sets

bin.pvalues

A matrix with the binomial test p-value of the NeRI for each model term, estimated using the bootstrap train sets

F.pvalues

A matrix with the F-test p-value of the NeRI for each model term, estimated using the bootstrap train sets

test.tStudent.pvalues

A matrix with the t-test p-value of the NeRI for each model term, estimated using the bootstrap test sets

test.wilcox.pvalues

A matrix with the Wilcoxon rank-sum test p-value of the NeRI for each model term, estimated using the bootstrap test sets

test.bin.pvalues

A matrix with the binomial test p-value of the NeRI for each model term, estimated using the bootstrap test sets

test.F.pvalues

A matrix with the F-test p-value of the NeRI for each model term, estimated using the bootstrap test sets

testPrediction

A vector that contains all the individual predictions used to validate the model in the bootstrap test sets

testOutcome

A vector that contains all the individual outcomes used to validate the model in the bootstrap test sets

testResiduals

A vector that contains all the residuals used to validate the model in the bootstrap test sets

trainPrediction

A vector that contains all the individual predictions used to validate the model in the bootstrap train sets

trainOutcome

A vector that contains all the individual outcomes used to validate the model in the bootstrap train sets

trainResiduals

A vector that contains all the residuals used to validate the model in the bootstrap train sets

testRMSE

The global RMSE, estimated using the bootstrap test sets

trainRMSE

The global RMSE, estimated using the bootstrap train sets

trainSampleRMSE

A vector with the RMSEs in the bootstrap train sets

testSampledRMSE

A vector with the RMSEs in the bootstrap test sets

Author(s)

Jose G. Tamez-Pena and Antonio Martinez-Torteya

See Also

bootstrapValidation_Bin, plot.bootstrapValidation_Res


FRESA.CAD documentation built on Jan. 13, 2021, 3:39 p.m.