Dear S-Plus users,
The issue is how to select the optimal # of knots for covariates represented as
cubic splines in a logistic regression. The goal is to determine the
relationship between probability of outcome and the covariates, rather than use
the model to predict outcome of individual observations.
1. What is the state-of-the-art method for this? We are thinking
cross-validation, but posts on the S-news mailing list between Roy Pardee, Frank
Harrell and Brian Ripley last year suggest to me that the bootstrap may be
better:
http://www.biostat.wustl.edu/hyperlists/s-news/199803/msg00135.html
http://www.biostat.wustl.edu/hyperlists/s-news/199803/msg00140.html
http://www.biostat.wustl.edu/hyperlists/s-news/199803/msg00156.html
http://www.biostat.wustl.edu/hyperlists/s-news/199803/msg00163.html
2. Are there any S-Plus functions that implement the state-of-the-art method?
For example, I have experimented with Frank Harrell's libraries, but his concern
is validating models for the purpose of prediction and it's not clear to me how
I can use his libraries to select the optimal # of knots (if it is clear, please
inform me).
Any help is greatly appreciated! Thank you for your time,
Hormuzd Katki
Biostatistics Branch, Division of Cancer Epidemiology and Genetics
National Cancer Institute
6120 Executive Blvd. Room 8044 MSC 7244
Bethesda MD 20892-7244
301-594-7818 (voice)
301-402-0081 (fax)
katkih@mail.nih.gov
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