psfmi
1.4.0Prediction Model Pooling, Selection and Performance Evaluation Across Multiply Imputed Datasets
Overview
Pooling, backward and forward selection of linear, logistic and Cox regression models in multiply imputed datasets. Backward and forward selection can be done from the pooled model using Rubin's Rules (RR), the D1, D2, D3, D4 and the median p-values method. This is also possible for Mixed models. The models can contain continuous, dichotomous, categorical and restricted cubic spline predictors and interaction terms between all these type of predictors. The stability of the models can be evaluated using (cluster) bootstrapping. The package further contains functions to pool model performance measures as ROC/AUC, Reclassification, R-squared, scaled Brier score, H&L test and calibration plots for logistic regression models. Internal validation can be done across multiply imputed datasets with cross-validation or bootstrapping. The adjusted intercept after shrinkage of pooled regression coefficients can be obtained. Backward and forward selection as part of internal validation is possible. A function to externally validate logistic prediction models in multiple imputed datasets is available and a function to compare models. For Cox models a strata variable can be included. Eekhout (2017) doi:10.1186/s12874-017-0404-7. Wiel (2009) doi:10.1093/biostatistics/kxp011. Marshall (2009) doi:10.1186/1471-2288-9-57.
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- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0712 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-05-0213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 2 earlier snapshots
- ERROR2026-04-2511 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 96%
- Documented parameters
- 92%
- Return-value docs
- 58%
- References docs
- 35%
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Code & Tests
Datasets
People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.4.0Latest
- 1.3.02023-06-16 · diff ↗
- unarchivedReturned to CRAN2023-06-16
- archivedRemoved from CRAN2023-06-12issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- 1.1.02022-11-06 · diff ↗
- unarchivedReturned to CRAN2022-11-06
- archivedRemoved from CRAN2022-11-06issues were not corrected in time
- RR 4.2.0 released · 2022-04-22
- 1.0.02021-09-23 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.7.12021-01-13 · diff ↗
- 0.5.02020-09-24 · diff ↗
Show 4 earlier events
- RR 4.0.0 released · 2020-04-24
- 0.2.02020-02-03 · diff ↗
- 0.1.02019-05-16
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-05-16
- Total releases
- 8 / 7 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 256 KB / 24 files
- Download size
- 431 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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