[R] function to compare Brier scores from two models?
Seth
sjmyers at syr.edu
Sun Mar 27 22:50:02 CEST 2011
Hi,
I have probability estimates from two predictive models. I have these
estimates and also a binary outcome for a validation data set not used in
calibrating either model. I would like to calculate the Brier score for
both models on this binary outcome and test the hypothesis that the Brier
scores are equal from the two models. I have not been able to find an R
function to do this, can someone point me to the appropriate library and
function if one exists? Thanks, Seth
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