[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

--
View this message in context: http://r.789695.n4.nabble.com/function-to-compare-Brier-scores-from-two-models-tp3409714p3409714.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list