With the function psfmi_perform
of the psfmi package it is possible to combine Cross-validation with Multiple Imputation for internal validation.
More information about the package can be found on the Cran website.
You can easily install the package by running install.packages("psfmi") in the Console window in Rstudio or R. The development version can be installed from Github by using: install.packages("devtools")
library(devtools)
devtools::install_github("mwheymans/psfmi")
library(psfmi)
If you have questions about the psfmi package send an email to mw.heymans@amsterdamumc.nl or leave a message below. Enjoy using the package!
With the psfmi package it is possible to do backward selection for logistic regression models after Multiple Imputation (MI). For backward selection, several variable selection criteria can be used. These criteria are called the D1, D2, D3 and Median P-rule (MPR).