[R] calculating martingale residual on new data using

[Frank Harrell]

The tendency is to use residual-like diagnostics on the entire dataset that
was available for model development.  For test data we typically run
predictive accuracy analyses.  For example, one of the strongest validations
is to show, in a high-resolution calibration plot, that absolute predictions
(e.g., probability of survival at 2 years) are accurate.

Frank


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Frank Harrell
Department of Biostatistics, Vanderbilt University
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