validationofpredictiveregressionmodels

validationofpredictiveregressionmodels内容摘要：

mortalityA re a u n d e r R OC : 0 . 7 7C a lib ra t io n : OK3 types of validation  Apparent: performance on sample used to develop model  Internal: performance on population underlying the sample  External: performance on related but slightly different population Apparent validity  Easy to calculate  Results in optimistic performance estimates Apparent estimates optimistic since same data used for:  Definition of model structure: . selection and coding of variables  Estimation of model parameters: . regression coefficients  Evaluation of model performance: . calibration and discrimination Internal validity  More difficult to calculate  Test model in new data, random from underlying population Why internal validation?  Honest estimate of performance should be obtained, at least for a population similar to the development sample  Internal validated performance sets an upper limit to what may be expected in other settings (external validity) External validity  Moderately easy to calculate when new data are available  Test model in new data, different from development population W。