Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

From   Maarten Buis <>
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:

Hope this helps,

Maarten L. Buis
Skill Formation and Labor Markets
Reichpietschufer 50
10785 Berlin
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index