logit

Predictive scores must be updated with care, because actions taken on the basis of existing risk scores causes bias in risk estimates from the updated score. A holdout set is a straightforward way to manage this problem: a proportion of the population is 'held-out' from computation of the previous risk score. This package provides tools to estimate a size for this holdout set and associated errors. Comprehensive vignettes are included. Please see: Haidar-Wehbe S, Emerson SR, Aslett LJM, Liley J (2022) <doi:10.48550/arXiv.2202.06374> (to appear in Annals of Applied Statistics) for details of methods.

James Liley

OptHoldoutSize

Estimation of Optimal Size for a Holdout Set for Updating a
Predictive Score

Sami Haidar-Wehbe

Sam Emerson

Louis Aslett

logit function

<dl><dt>x</dt>
<dd>argument</dd></dl>

Arguments

Logit — logit

<dl>

<dt>x</dt>
<dd>argument</dd>

</dl>

logit: Logit

Description

Usage

Value

Arguments

Examples