psfmi1.4.0 package

Prediction Model Pooling, Selection and Performance Evaluation Across Multiply Imputed Datasets

boot_MI

Bootstrap validation in Multiply Imputed datasets

bw_single

Predictor selection function for backward selection of Linear and Logi...

clean_P

Function to clean variables

coxph_bw

Predictor selection function for backward selection of Cox regression ...

coxph_fw

Predictor selection function for forward selection of Cox regression m...

cv_MI

Cross-validation in Multiply Imputed datasets

cv_MI_RR

Cross-validation in Multiply Imputed datasets

glm_bw

Function for backward selection of Linear and Logistic regression mode...

glm_fw

Function for forward selection of Linear and Logistic regression model...

hoslem_test

Calculates the Hosmer and Lemeshow goodness of fit test.

km_estimates

Kaplan-Meier risk estimates for Net Reclassification Index analysis

km_fit

Kaplan-Meier (KM) estimate at specific time point

mean_auc_log

Function to calulate mean auc values

MI_boot

Bootstrap validation in Multiply Imputed datasets

MI_cv_naive

Naive method for Cross-validation in Multiply Imputed datasets

miceImp

Wrapper function around mice

mivalext_lr

External Validation of logistic prediction models in multiply imputed ...

nri_cox

Net Reclassification Index for Cox Regression Models

nri_est

Calculation of Net Reclassification Index measures

pool_auc

Calculates the pooled C-statistic (Area Under the ROC Curve) across Mu...

pool_compare_models

Compare the fit and performance of prediction models across Multipy Im...

pool_D2

Combines the Chi Square statistics across Multiply Imputed datasets

pool_D4

Pools the Likelihood Ratio tests across Multiply Imputed datasets ( me...

pool_intadj

Provides pooled adjusted intercept after shrinkage of pooled coefficie...

pool_performance

Pooling performance measures across multiply imputed datasets

pool_performance_internal

Pooling performance measures over multiply imputed datasets

pool_reclassification

Function to pool NRI measures over Multiply Imputed datasets

pool_RR

Function to combine estimates by using Rubin's Rules

psfmi_coxr

Pooling and Predictor selection function for backward or forward selec...

psfmi_coxr_bw

Backward selection of Cox regression models in multiply imputed data.

psfmi_coxr_fw

Forward selection of Cox regression models across multiply imputed dat...

psfmi_lm

Pooling and Predictor selection function for backward or forward selec...

psfmi_lm_bw

Backward selection of Linear regression models across multiply imputed...

psfmi_lm_fw

Forward selection of Linear regression models across multiply imputed ...

psfmi_lr

Pooling and Predictor selection function for backward or forward selec...

psfmi_lr_bw

Backward selection of Logistic regression models in multiply imputed d...

psfmi_lr_fw

Forward selection of Logistic regression models in multiply imputed da...

psfmi_mm

Pooling and Predictor selection function for multilevel models in mult...

psfmi_mm_multiparm

Multiparameter pooling methods called by psfmi_mm

psfmi_perform

Internal validation and performance of logistic prediction models acro...

psfmi_stab

Function to evaluate bootstrap predictor and model stability in multip...

psfmi_validate

Internal validation and performance of logistic prediction models acro...

risk_coxph

Risk calculation at specific time point for Cox model

RR_diff_prop

Function to apply RR to pool difference of NRI and AUC values

rsq_nagel

Nagelkerke's R-square calculation for logistic regression / glm models

rsq_surv

R-square calculation for Cox regression models

scaled_brier

Calculates the scaled Brier score

stab_single

Function to evaluate bootstrap predictor and model stability.

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>.

  • Maintainer: Martijn Heymans
  • License: GPL (>= 2)
  • Last published: 2023-06-17