近日,读一篇使用COX PH Model做信用评分的文章。作者用了100-fold cross validation,而后说
to provide an approximate measure of variance for the model, bootstrapping was applied to the resulting validation sample to produce 95% confidence intervals with the percentile method.
这段英文说要用bootstrap来取得置信域,可是一般在估计参数的时候,置信域通常是可以直接得到的啊?这里用bootstrap是因为作者使用了cross validation的缘故么?
恳请诸位指教啊