Please check the code. I hope that Brier is on the uncalibrated
probabilities.
Calibrated probabilities are from 1/(1+exp(-[a+b logit(uncalibrated
probs)]) where a and b are maximum likelihood estimators (they will be
0 and 1 in training data).
Frank
Frank E Harrell Jr Professor and Chairman School of Medicine
Department of Biostatistics Vanderbilt University
On Fri, 13 Aug 2010, Kim Fernandes wrote:
Hello,
I am using the val.prob function in the Design package. I understand how
the Brier quadratic error score is calculated, but I do not know how the
Brier score computed on the calibrated rather than raw predicted
probabilities (B cal) is calculated. My question is: how are the calibrated
probabilities calculated? Any explanation of this, or references to
explanations of this, would be most greatly appreciated.
Thanks for your help,
Kim
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