SAS Global Forum Proceedings 2021

SAS Global Forum presentations from the 2021 conference event
BookmarkSubscribeRSS Feed

A Framework for Simple and Efficient Bootstrap Validation in SAS, with Examples

Started ‎03-27-2021 by
Modified ‎05-07-2021 by
Views 13,191
Paper 1034-2021
Authors
 

Isaiah Lankham, University of California Office of the President, Oakland, CA; 

Matthew Slaughter, Kaiser Permanente Center for Health Research, Portland, OR

 

 

Abstract

Validation is essential for assessing a predictive models performance with respect to optimism or overfitting. While traditional sample-splitting techniques (like cross-validation) require us to divide our data between model building and model assessment, bootstrap validation enables us to use the full sample for both. Theres a simple method for efficiently calculating bootstrap-corrected measures of predictive model performance in SAS. While several SAS procedures have options for automatic cross-validation, bootstrap validation requires a more manual process. See examples that focus on logistic regression using the LOGISTIC procedure in SAS/STAT(r), with additional discussion of how these techniques can be extended to other procedures and statistical models.

 

The running example can be downloaded in Jupyter Notebook and .sas file format from https://github.com/saspy-bffs/sgf-2021-bootstrap-validation.

 

Watch the presentation

Watch A Framework for Simple and Efficient Bootstrap Validation in SAS, with Examples as presented by the authors on the SAS Users YouTube channel.

 

 

 

READ the PAPER

Please see attached, or visit https://github.com/saspy-bffs/sgf-2021-bootstrap-validation

 

Comments

Hi,

I review all of the four examples, try to modify them for Fine-Gray model but not successful.

Can you give an example for Fine-Gray model with variable selection?

Thank you!

Hao

 

Version history
Last update:
‎05-07-2021 01:58 PM
Updated by:
Contributors

sas-innovate-white.png

Our biggest data and AI event of the year.

Don’t miss the livestream kicking off May 7. It’s free. It’s easy. And it’s the best seat in the house.

Join us virtually with our complimentary SAS Innovate Digital Pass. Watch live or on-demand in multiple languages, with translations available to help you get the most out of every session.

 

Register now!

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Article Tags