Yes that's how it works, but a single run does not provide sufficient
precision unless your sample size is enormous. When you partition into
tenths again the partitions will be different so yes there is some
randomness. Averaging over 100 times averages out the randomness. Or just
use the bootst
Thanks so much for the reply it was exceptionally helpful! A couple of
questions:
1. I was under the impression that k-fold with B=10 would train on 9/10,
validate on 1/10, and repeat 10 times for each different 1/10th. Is this
how the procedure works in R?
2. Is the reason you recommend repea
For this case B=200 should work well if using the bootstrap. For cross-val.
you can use B=10-fold cross-val and repeat the process 100 times for
adequate precision, averaging over the 100 as done in
http://biostat.mc.vanderbilt.edu/wiki/pub/Main/RmS/logistic.val.pdf (note
this was using the Design
I have a logistic regression model I'm trying to do k-fold cross validation
on.
The number of observations is approximately 550 and an event rate of about
30%
Does anyone have a recommendation for a B value to use for this data set?
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