Estimating prediction error for complex samples

13 Nov 2017Andrew HolbrookThomas LumleyDaniel Gillen

With a growing interest in using non-representative samples to train prediction models for numerous outcomes it is necessary to account for the sampling design that gives rise to the data in order to assess the generalized predictive utility of a proposed prediction rule. After learning a prediction rule based on a non-uniform sample, it is of interest to estimate the rule's error rate when applied to unobserved members of the population... (read more)

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