Other packages > Find by keyword >

psfmi  

Prediction Model Pooling, Selection and Performance Evaluation Across Multiply Imputed Datasets
View on CRAN: Click here


Download and install psfmi package within the R console
Install from CRAN:
install.packages("psfmi")

Install from Github:
library("remotes")
install_github("cran/psfmi")

Install by package version:
library("remotes")
install_version("psfmi", "1.4.0")



Attach the package and use:
library("psfmi")
Maintained by
Martijn Heymans
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-05-16
Latest Update: 2023-06-17
Description:
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) . Wiel (2009) . Marshall (2009) .
How to cite:
Martijn Heymans (2019). psfmi: Prediction Model Pooling, Selection and Performance Evaluation Across Multiply Imputed Datasets. R package version 1.4.0, https://cran.r-project.org/web/packages/psfmi. Accessed 27 Jun. 2026.
Previous versions and publish date:
0.1.0 (2019-05-16 13:50), 0.2.0 (2020-02-03 08:30), 0.5.0 (2020-09-24 14:30), 0.7.1 (2021-01-13 17:40), 1.0.0 (2021-09-23 12:10), 1.1.0 (2022-11-06 16:50), 1.3.0 (2023-06-16 09:10)
Other packages that cited psfmi R package
View psfmi citation profile
Other R packages that psfmi depends, imports, suggests or enhances
Complete documentation for psfmi
Functions, R codes and Examples using the psfmi R package
Some associated functions: MI_boot . MI_cv_naive . RR_diff_prop . anderson . aortadis . bmd . boot_MI . bw_single . chlrform . chol_long . chol_wide . clean_P . coxph_bw . coxph_fw . cv_MI . cv_MI_RR . day2_dataset4_mi . glm_bw . glm_fw . hipstudy . hipstudy_external . hoorn_basic . hoslem_test . infarct . ipdna_md . km_estimates . km_fit . lbp_orig . lbpmi_extval . lbpmicox . lbpmilr . lbpmilr_dev . lungvolume . mammaca . mean_auc_log . men . miceImp . mivalext_lr . nri_cox . nri_est . pool_D2 . pool_D4 . pool_RR . pool_auc . pool_compare_models . pool_intadj . pool_performance . pool_performance_internal . pool_reclassification . psfmi_coxr . psfmi_coxr_bw . psfmi_coxr_fw . psfmi_lm . psfmi_lm_bw . psfmi_lm_fw . psfmi_lr . psfmi_lr_bw . psfmi_lr_fw . psfmi_mm . psfmi_mm_multiparm . psfmi_perform . psfmi_stab . psfmi_validate . risk_coxph . rsq_nagel . rsq_surv . sbp_age . sbp_qas . scaled_brier . smoking . stab_single . weight . 
Some associated R codes: MI_boot.R . MI_cv_naive.R . RR_diff_prop.R . boot_MI.R . bw_single.R . clean_P.R . coxph_bw.R . coxph_fw.R . cv_MI.R . cv_MI_RR.R . glm_bw.R . glm_fw.R . hoslem_test.R . km_estimates.R . km_fit.R . lbpmi_extval.R . mean_auc_log.R . miceImp.R . mivalext_lr.R . nri_cox.R . nri_est.R . pool_D2.R . pool_D4.R . pool_RR.R . pool_auc.R . pool_compare_models.R . pool_intadj.R . pool_performance.R . pool_performance_internal.R . pool_reclassification.R . psfmi_coxr.R . psfmi_coxr_bw.R . psfmi_coxr_fw.R . psfmi_lm.R . psfmi_lm_bw.R . psfmi_lm_fw.R . psfmi_lr.R . psfmi_lr_bw.R . psfmi_lr_fw.R . psfmi_mm.R . psfmi_mm_multiparm.R . psfmi_perform.R . psfmi_stab.R . psfmi_validate.R . risk_coxph.R . rsq_nagel.R . rsq_surv.R . scaled_brier.R . stab_single.R .  Full psfmi package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

AHSurv  
Flexible Parametric Accelerated Hazards Models
Flexible parametric Accelerated Hazards (AH) regression models in overall and relative survival fram ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
AzureKeyVault  
Key and Secret Management in 'Azure'
Manage keys, certificates, secrets, and storage accounts in Microsoft's 'Key Vault' service: ...
Download / Learn more Package Citations See dependency  
assert  
Validate Function Arguments
Lightweight validation tool for checking function arguments and validating data analysis scripts. T ...
Download / Learn more Package Citations See dependency  
PeakSegOptimal  
Optimal Segmentation Subject to Up-Down Constraints
Computes optimal changepoint models using the Poisson likelihood for non-negative count data, subj ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,487

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA