Thomas Allen wrote:
Dear all
I'm building logistic regression models using glm() and then
validating their predictive ability on a test set using predict() to
get the probabilities. I understand how to attain the deviance of the
model fitted to the training set. But is there a way to get the
deviance within the test set?
Cheers
Tom
This is essentially the index "D" reported by validate.lrm in the Design
package. Don't use just one test set unless it has more than 15,000
subjects in it. validate.lrm will do resampling for you.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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