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optimism-corrected regression coefficient

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optimism-corrected regression coefficients using Frank Harrell's method?

#artificialintelligenceJun-2-2016, 13:00:54 GMT

I used a regularized (LASSO) cox regression to estimate relapse times of patients and used Frank Harrell's bootstrapping method to obtain an optimism-corrected performance estimate of my model. Would be such an optimism corrected b be a better predictor for unseen cases?

artificial intelligence, machine learning, optimism-corrected regression coefficient, (2 more...)

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Technology: Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning > Regression (0.52)

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