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Re: st: Cross-validation of Harrell's C statistics


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cross-validation of Harrell's C statistics
Date   Thu, 2 Aug 2012 11:59:37 +0200

--- On 02/08/2012 07:57, Jonas Bille Nielsen wrote:
>>
>> Thank you very much for your replay. I have already read your article
>> and used your excellent codes for calculating C statistics based on
>> splitting the dataset into a training and a test set. However, I
>> prefer to do the cross-validation with the use a bootstrap-like method
>> with repeated splitting of the dataset as you also suggest in section
>> 5 of your paper. Have you done such a procedure yourself, again with
>> the use of somersd?

--- On Thu, Aug 2, 2012 at 11:41 AM, Roger B. Newson wrote:
> No, I haven't implemented the original Harrell method. (Perhaps you might
> like to...)

Here are some links that contain similar programs that might help to
get started on that project:

http://www.stata.com/statalist/archive/2009-09/msg00180.html
http://www.stata.com/statalist/archive/2009-09/msg00200.html

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Skill Formation and Labor Markets
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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