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Bioinformatics Advance Access published online on February 2, 2005

Bioinformatics, doi:10.1093/bioinformatics/bti294
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Bioinformatics © Oxford University Press 2005; all rights reserved.
Received October 20, 2004
Revised January 20, 2005
Accepted January 21, 2005

Article

Estimating misclassification error with small samples via bootstrap cross-validation

Wenjiang J. Fu 1*, Raymond J. Carroll 1, and Suojin Wang 1

1 Department of Statistics, Texas A & M University, 447 Blocker Building, College Station, TX 77843 USA

* To whom correspondence should be addressed.
Wenjiang J. Fu, E-mail: wfu{at}stat.tamu.edu


   Abstract

Motivation: Estimation of misclassification error has received increasing attention in clinical diagnosis and bioinformatics studies, especially in small sample studies with microarray data. Current error estimation methods are not satisfactory because they either have large variability (such as leave-one-out cross-validation) or large bias (such as resubstitution and leave-one-out bootstrap). While small sample size remains one of the key features of costly clinical investigations or of microarray studies that have limited resources in funding, time and tissue materials, accurate and easy-to-implement error estimation methods for small samples are desirable and will be beneficial.

Results: A bootstrap cross-validation method is studied. It achieves accurate error estimation through a simple procedure with bootstrap resampling, and only costs computer CPU time. Simulation studies and applications to microarray data demonstrate that it performs consistently better than its competitors. This method possesses several attractive properties: (1) it is implemented through a simple procedure; (2) it performs well for small samples with sample size as small as 16; and (3) it is not restricted to any particular classification rules and thus applies to many parametric or non-parametric methods.


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