# validate.ols

##### Validation of an Ordinary Linear Model

The `validate`

function when used on an object created by
`ols`

does resampling validation of a multiple linear regression
model, with or without backward step-down variable deletion. Uses
resampling to estimate the optimism in various measures of predictive
accuracy which include \(R^2\), \(MSE\) (mean squared error with a
denominator of \(n\)), the \(g\)-index, and the intercept and slope
of an overall
calibration \(a + b\hat{y}\). The "corrected"
slope can be thought of as shrinkage factor that takes into account
overfitting. `validate.ols`

can also be used when a model for a
continuous response is going to be applied to a binary response. A
Somers' \(D_{xy}\) for this case is computed for each resample by
dichotomizing `y`

. This can be used to obtain an ordinary receiver
operating characteristic curve area using the formula \(0.5(D_{xy} +
1)\). The Nagelkerke-Maddala \(R^2\) index for the dichotomized
`y`

is also given. See `predab.resample`

for the list of
resampling methods.

The LaTeX needspace package must be in effect to use the `latex`

method.

- Keywords
- models, regression

##### Usage

```
# fit <- fitting.function(formula=response ~ terms, x=TRUE, y=TRUE)
# S3 method for ols
validate(fit, method="boot", B=40,
bw=FALSE, rule="aic", type="residual", sls=0.05, aics=0,
force=NULL, estimates=TRUE, pr=FALSE, u=NULL, rel=">",
tolerance=1e-7, …)
```

##### Arguments

- fit
a fit derived by

`ols`

. The options`x=TRUE`

and`y=TRUE`

must have been specified. See`validate`

for a description of arguments`method`

-`pr`

.- method,B,bw,rule,type,sls,aics,force,estimates,pr
see

`validate`

and`predab.resample`

and`fastbw`

- u
If specifed,

`y`

is also dichotomized at the cutoff`u`

for the purpose of getting a bias-corrected estimate of \(D_{xy}\).- rel
relationship for dichotomizing predicted

`y`

. Defaults to`">"`

to use`y>u`

.`rel`

can also be`"<"`

,`">="`

, and`"<="`

.- tolerance
tolerance for singularity; passed to

`lm.fit.qr`

.- …
other arguments to pass to

`predab.resample`

, such as`group`

,`cluster`

, and`subset`

##### Value

matrix with rows corresponding to R-square, MSE, g, intercept, slope, and optionally \(D_{xy}\) and \(R^2\), and columns for the original index, resample estimates, indexes applied to whole or omitted sample using model derived from resample, average optimism, corrected index, and number of successful resamples.

##### Side Effects

prints a summary, and optionally statistics for each re-fit

##### See Also

`ols`

, `predab.resample`

, `fastbw`

,
`rms`

, `rms.trans`

, `calibrate`

,
`gIndex`

##### Examples

```
# NOT RUN {
set.seed(1)
x1 <- runif(200)
x2 <- sample(0:3, 200, TRUE)
x3 <- rnorm(200)
distance <- (x1 + x2/3 + rnorm(200))^2
f <- ols(sqrt(distance) ~ rcs(x1,4) + scored(x2) + x3, x=TRUE, y=TRUE)
#Validate full model fit (from all observations) but for x1 < .75
validate(f, B=20, subset=x1 < .75) # normally B=300
#Validate stepwise model with typical (not so good) stopping rule
validate(f, B=20, bw=TRUE, rule="p", sls=.1, type="individual")
# }
```

*Documentation reproduced from package rms, version 5.1-3.1, License: GPL (>= 2)*