Optimism Correction after LASSO in clinical prediction models

Even when methods should theoretically prevent overfitting it’s a good idea to use the Efron-Gong optimism bootstrap to check this, to hedge our bets. On the other hand if you are using a shrinkage method that doesn’t solve the problem it was intended for perhaps a different method should be chosen. Note that the bootstrap doesn’t correct a model; it just tells you how bad the model is.

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