Agreement between heuristic shrinkage factor and optimal shrinkage factors in logistic regression for risk prediction: a simulation study across different sample sizes and settings
Abstract Introduction The heuristic shrinkage factor of Van Houwelingen and Le Cessie ( ) is a commonly used closed-form solution to adjust for overfitting in unpenalised logistic regression models for risk prediction. It is also the basis of widely-adopted minimum sample size criteria for developin...
I tiakina i:
| Ngā kaituhi matua: | , , |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
BMC
2026-05-01
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| Rangatū: | Diagnostic and Prognostic Research |
| Urunga tuihono: | https://doi.org/10.1186/s41512-026-00222-1 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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