From: A computational approach to compare regression modelling strategies in prediction research
Strategy | Oudega random subset | Toll validation data set | Deepvein data set | |||
---|---|---|---|---|---|---|
Victory rate (%) | Mean shrinkage | Victory rate (%) | Mean shrinkage | Victory rate (%) | Mean shrinkage | |
1. Heuristic shrinkage | 63.8 | 0.93 | 60.8 | 0.93 | 3.9 | 0.71 |
2. Split sample shrinkage | 61.9 | 0.92 | 42.0 | 0.94 | 93.8 | 0.98 |
3. 10 fold CV shrinkage | 38.3 | 1.00 | 39.6 | 0.99 | 90.9 | 0.99 |
4. Bootstrap shrinkage | 56.4 | 0.89 | 42.6 | 0.94 | 94.9 | 0.97 |
5. Firth penalization | 73.8 | -* | 66.0 | -* | 65.8 | -* |