Programming the statistical procedures from SAS

How to perform cross validation with replication

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Contributor
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How to perform cross validation with replication

How to perform cross validation (cv) with replication in proc logistic? Anyone has views on cv with replication vs cv without replication?
Super User
Posts: 9,775

Re: How to perform cross validation with replication

INFLUENCE option of model can do Regress Diagnoise. Especially check DFBETAS diagnostic .

proc glmselect can do CV, but I don't know if it could do some logistic regression.

Contributor
Posts: 22

Re: How to perform cross validation with replication

Sorry, maybe i got the terminology wrong, what i meant was how to do, say 10-fold cross validation with resampling with proc logistic (which apparently is as good as bootstrap with replacements, "..We also carried out cross-validation with replication. Here the cross-validation was replicated r times, with a different random split into k groups each time..." - this is the article, http://m.aje.oxfordjournals.org/content/early/2014/06/24/aje.kwu140.full.pdf ). Help most appreciated!
Super User
Posts: 9,775

Re: How to perform cross validation with replication

HoHo. That is really a big problem.

proc glmselect/hpgenselect  can do "10-fold cross validation with resampling" .

I think your best choice is leveraging the power of SAS/IML and mixed PROC like:

 

proc iml;

x=sample().

.........

submit;

proc logistic.....

......

endsubmit;

......

quit;

 

Post it at IML forum, maybe Rick can give you something.

Contributor
Posts: 22

Re: How to perform cross validation with replication

ok, will do, thanks!
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