An Application of 5-fold Cross Validation on a Binary Logistic Regression Model

Abstract

Abstract Internal validation techniques can be used to check the predictive ability of the developed models. The most common internal validation techniques are split sample methods, cross validation methods and bootstrapping methods. The split sample methods are inefficient with the small size of data sets. The bootstrapping methods are efficient with the knowledge of computer programming languages. The cross validation methods are not very popular in practice. Therefore, in this study 5-fold cross validation method of cross validation techniques is applied to validate the predictive ability of a binary logistic regression model. The binary logistic regression model was fitted on a data set of UCI machine learning repository. Results of the cross validation reveal that low value of optimism and high value of c-statistic in the fitted regression model indicate an acceptable discrimination power of the developed model.