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additional:chapter15 2019/05/03 08:36 additional:chapter15 2019/05/03 08:50 current
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Gary Weissman posted an excellent illustration of how we may calculate the maximum Brier score, which we need for [[https://gweissman.github.io/post/evaluating-the-equivalence-of-different-formulations-of-the-scaled-brier-score/|the scaled Brier score]]. Three approaches were found to be equivalent, while the intuition for the maximum score may be best for the first formulation, as discussed at [[https://twitter.com/garyweissman/status/1121100599918039040||Twitter]]. Gary Weissman posted an excellent illustration of how we may calculate the maximum Brier score, which we need for [[https://gweissman.github.io/post/evaluating-the-equivalence-of-different-formulations-of-the-scaled-brier-score/|the scaled Brier score]]. Three approaches were found to be equivalent, while the intuition for the maximum score may be best for the first formulation, as discussed at [[https://twitter.com/garyweissman/status/1121100599918039040||Twitter]].
-===== Code for scaled Brier score calculation =====+==== Code for scaled Brier score calculation ====
<code> <code>
 +brier_score <- function(obs, pred) { mean((obs - pred)^2) } # obs: 0/1 outcome y; pred: predicted probability p̂
scaled_brier_score_1 <- function(obs, pred) { scaled_brier_score_1 <- function(obs, pred) {
-  1 - (brier_score(obs, pred) / brier_score(obs, mean(obs))) }+  1 - (brier_score(obs, pred) / brier_score(obs, mean(obs))) } # mean(obs): ȳ
scaled_brier_score_2 <- function(obs, pred) { scaled_brier_score_2 <- function(obs, pred) {
  1 - (brier_score(obs, pred) / (mean(obs) * (1 - mean(obs)))) }   1 - (brier_score(obs, pred) / (mean(obs) * (1 - mean(obs)))) }
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 +\\
===== Illustration of the Hosmer-Lemeshow goodness of fit test ===== ===== Illustration of the Hosmer-Lemeshow goodness of fit test =====
{{additional:hl_test_illustration.jpg|Illustration of HL test}} {{additional:hl_test_illustration.jpg|Illustration of HL test}}
{{additional:table_15.extra_hl_test.pdf|Hosmer-Lemeshow test for calibration of the testicular cancer prediction model}} {{additional:table_15.extra_hl_test.pdf|Hosmer-Lemeshow test for calibration of the testicular cancer prediction model}}
-===== Code for HL test calculation =====+==== Code for HL test calculation ====
<code> <code>
# Jan 07, Ewout Steyerberg # Jan 07, Ewout Steyerberg
additional/chapter15.txt · Last modified: 2019/05/03 08:50 by ewsteyerberg
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