Predictive value of statistical models
Article first published online: 12 OCT 2006
Copyright © 1990 John Wiley & Sons, Ltd.
Statistics in Medicine
Volume 9, Issue 11, pages 1303–1325, November 1990
How to Cite
Van Houwelingen, J. C. and Le Cessie, S. (1990), Predictive value of statistical models. Statist. Med., 9: 1303–1325. doi: 10.1002/sim.4780091109
- Issue published online: 12 OCT 2006
- Article first published online: 12 OCT 2006
A review is given of different ways of estimating the error rate of a prediction rule based on a statistical model. A distinction is drawn between apparent, optimum and actual error rates. Moreover it is shown how cross-validation can be used to obtain an adjusted predictor with smaller error rate. A detailed discussion is given for ordinary least squares, logistic regression and Cox regression in survival analysis. Finally, the split-sample approach is discussed and demonstrated on two data sets.