I would like to do an internal validation of a discriminative ability of a mixed effects models.
Here is my scrip:
###########################
####bootMer-> boot AUC#####
###########################
library(lme4)
library(lattice)
data(cbpp)
#fit a model
cbpp$Y<-cbpp$incidence>=1
glmm<-glmer(Y~period + size + (1|herd), family=binomial, data=cbpp)
glmm
##### funcio: versio 3 - no cal posar endpoint en la funcio
##########################################################
AUCFun <- function(fit) {
library(pROC)
pred<-predict(fit, type="response")
AUC<-as.numeric(auc(fit at resp$y, pred))
}
#test
(AUCFun(glmm))
###run bootMer: AUCFun
system.time(AUC.boot <- bootMer(glmm,nsim=100,FUN=AUCFun,seed=1982, use.u=TRUE,
type="parametric", parallel="multicore", ncpus=2))
#...
(boot.ci(AUC.boot, index =c(1,1), type="norm"))
roc(cbpp$Y, predict(glmm, type="response"))
#Now it seems more reasonable, bias as "optimism"... but still do not know #if I am just doing a AUC with bootstrap CI
**************************************************************************************************************************************
glmer() -> corrected AUC optimism by bootstraping technic bootMer() [internal validation of a mixed-effects-model]
2 messages · Andreu Ferrero Gmail, Bert Gunter
1. I cannot find a question here. Maybe I missed it. Maybe you should be clearer. 2. You should most this on the mixed-models list, rather than here: https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Thu, Mar 24, 2016 at 6:34 AM, Andreu Ferrero Gmail
<fromnorden at gmail.com> wrote:
I would like to do an internal validation of a discriminative ability of a mixed effects models.
Here is my scrip:
###########################
####bootMer-> boot AUC#####
###########################
library(lme4)
library(lattice)
data(cbpp)
#fit a model
cbpp$Y<-cbpp$incidence>=1
glmm<-glmer(Y~period + size + (1|herd), family=binomial, data=cbpp)
glmm
##### funcio: versio 3 - no cal posar endpoint en la funcio
##########################################################
AUCFun <- function(fit) {
library(pROC)
pred<-predict(fit, type="response")
AUC<-as.numeric(auc(fit at resp$y, pred))
}
#test
(AUCFun(glmm))
###run bootMer: AUCFun
system.time(AUC.boot <- bootMer(glmm,nsim=100,FUN=AUCFun,seed=1982, use.u=TRUE,
type="parametric", parallel="multicore", ncpus=2))
#...
(boot.ci(AUC.boot, index =c(1,1), type="norm"))
roc(cbpp$Y, predict(glmm, type="response"))
#Now it seems more reasonable, bias as "optimism"... but still do not know #if I am just doing a AUC with bootstrap CI
**************************************************************************************************************************************
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