Van Houwelingen J C, Le Cessie S
Department of Medical Statistics, Leiden University, The Netherlands.
Stat Med. 1990 Nov;9(11):1303-25. doi: 10.1002/sim.4780091109.
A review is given of different ways of estimating the error rate of a prediction rule based on a statistical model. A distinction is drawn between apparent, optimum and actual error rates. Moreover it is shown how cross-validation can be used to obtain an adjusted predictor with smaller error rate. A detailed discussion is given for ordinary least squares, logistic regression and Cox regression in survival analysis. Finally, the splitsample approach is discussed and demonstrated on two data sets.
