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  • Title: Estimation of error rates in discriminant analysis with selection of variables.
    Author: Snapinn SM, Knoke JD.
    Journal: Biometrics; 1989 Mar; 45(1):289-99. PubMed ID: 2720056.
    Abstract:
    Accurate estimation of misclassification rates in discriminant analysis with selection of variables by, for example, a stepwise algorithm, is complicated by the large optimistic bias inherent in standard estimators such as those obtained by the resubstitution method. Application of a bootstrap adjustment can reduce the bias of the resubstitution method; however, the bootstrap technique requires the variable selection procedure to be repeated many times and is therefore difficult to compute. In this paper we propose a smoothed estimator that requires relatively little computation and which, on the basis of a Monte Carlo sampling study, is found to perform generally at least as well as the bootstrap method.
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