[R] val.prob in the Design package - Calibrated Brier Score

[Frank Harrell]

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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>
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