On Aug 26, 2011, at 2:09 PM, Jon Toledo wrote:
Dear experts,
I am looking for a package that does logistic regression with
corssvalidation and gives me the probabilites of all the
corssvalidations so that I can plot them in ROCR.
Would also like to know if the corssvalidate model would give me a
summary coefficient for the intercept and my to predictors.
I see you have the same left-right typing dyspraxia that I suffer form.
The rms package will do much of what you request. Please note that
it's author is fairly dismissive of the value of using ROC measures
(including the C-statistic often called the "Harrell c-statistic") for
the purposes you appear to be considering. Harrell himself neither
takes credit for nor recommends the c-index for measuring predictive
abilit. He also points out literature by others that shows that cross-
validation can often be misleading when estimating error rates. See
pages 247-249 of the RMS book.
Thank you.
Best regards,
Jon Toledo, MD
Postdoctoral fellow
David Winsemius, MD
West Hartford, CT
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