Re: [R] predict.lrm ( Design package) poor performance?

2010-09-22 Thread Chris Mcowen
Thats great thanks, I suppose it is hard to move away from a more "traditional" measure of performance such a percentage correct, at least for the relatively amateur statisticians among us who have been graded on such a system. The difficulty comes in reporting the effectiveness of the model to

Re: [R] predict.lrm ( Design package) poor performance?

2010-09-22 Thread Chris Mcowen
Thats great thanks I guess it is hard to not use % as a performance measure when that is what is commonly used in everyday life. So when i come to predicting the response of new data ( using the estimated mean Y ) which i am more comfortable with i can say - Species A - 2.12 - Therefore this i

Re: [R] predict.lrm ( Design package) poor performance?

2010-09-22 Thread Frank Harrell
% correct is an improper scoring rule and a discontinuous one to boot. So it will not always agree with more proper scoring rules. When you have a more difficult task, e.g., discriminating more categories, indexes such as the generalized c-index that utilize all the categories will recognize the

Re: [R] predict.lrm ( Design package) poor performance?

2010-09-21 Thread Chris Mcowen
Thanks Frank, I have one small question regarding this, understand you are very busy and if you cant answer i would greatly appreciate any thoughts from the list. > Split-sample validation is not reliable unless you have say 10,000 samples to > begin with I am a little confused. When i ran the

Re: [R] predict.lrm ( Design package)

2010-09-20 Thread Frank Harrell
Thanks Peter. I think you're right. Frank - Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/predict-lrm-Design-package-tp2546894p2547146.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] predict.lrm ( Design package)

2010-09-20 Thread Chris Mcowen
A few comments; sorry I don't have time for any more. - Combining categories is almost always a bad idea - It can be harder to discriminate more categories but that's only because the task is more difficult - Split-sample validation is not reliable unless you have say 10,000 samples to begin wit

Re: [R] predict.lrm ( Design package)

2010-09-20 Thread Peter Dalgaard
On Sep 20, 2010, at 15:50 , Frank Harrell wrote: > > You sent a private note about this which I just took the time to answer. > Please send only one note, and please post my reply to you to r-help. I have been annoyed by this at times as well. However, I have come to suspect that it is actual

Re: [R] predict.lrm ( Design package)

2010-09-20 Thread Chris Mcowen
A few comments; sorry I don't have time for any more. - Combining categories is almost always a bad idea - It can be harder to discriminate more categories but that's only because the task is more difficult - Split-sample validation is not reliable unless you have say 10,000 samples to begin w

Re: [R] predict.lrm ( Design package)

2010-09-20 Thread Frank Harrell
You sent a private note about this which I just took the time to answer. Please send only one note, and please post my reply to you to r-help. Frank - Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/predict-lr