[R] calculating martingale residual on new data using

[Shi, Tao]

Thank you for the advice, Frank!

...Tao



----- Original Message ----
> From: Frank Harrell <f.harrell at vanderbilt.edu>
> To: r-help at r-project.org
> Sent: Sun, November 21, 2010 5:49:36 AM
> Subject: Re: [R] calculating martingale residual on new data using
> 
> 
> 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
> 
> 
> -----
> Frank Harrell
> Department of  Biostatistics, Vanderbilt University
> -- 
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