[R] calculating martingale residual on new data using
shidaxia at yahoo.com
Tue Nov 23 02:36:18 CET 2010
Thank you for the advice, Frank!
----- 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 Harrell
> Department of Biostatistics, Vanderbilt University
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> Sent from the R help mailing list archive at Nabble.com.
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> and provide commented, minimal, self-contained, reproducible code.
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