I am doing a prediction task with a small sample size (300 points with 18 predictors) using R.
Following Frank Harrel's suggestion, I would like to go with bootstrapping.
Below is my understanding of the procedure.
It uses bootstrap only once to generate the training data.
- Create a bootstrapped sample that has the same size as the original sample.
- Use the bootstrapped sample as a training set and validate with the original sample.
- Average performance over +1000 repetitions.
So I am using a simple function, sample(data, replicate = TRUE), to accomplish the first step. Is there anything I am missing in the procedure, for ex., another bootstrapping needs to be done or the kind of bootstrap?
Thanks.