Timeline for What does "predictive discrimination" mean and how is it different from classification?
Current License: CC BY-SA 4.0
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| Jan 28, 2023 at 21:23 | comment | added | COOLSerdash | @Dave Frank explains how he calculates $R^2$ in the linked post under the section "Key Measures". I think he uses Nagelkerke's $R^2$ frequently. | |
| Jan 28, 2023 at 20:43 | comment | added | Dave | I’m surprised to see $R^2$ mentioned, since, at least in the binary setting (e.g., logistic regression), the usual $R^2$ is a function of the Brier score that also considers calibration. Perhaps Harrell would calculate $R^2$ as $\left(\operatorname{corr}\left(y,\hat y\right)\right)^2$, which can be equal to $1-\frac{SSRes}{SSTotal}$ in some situations (such as in-sample OLS) but not necessarily in others. (The $SSRes$ is related to the Brier score when the model outputs are probabilities (e.g., logistic regression).) | |
| Jan 28, 2023 at 20:37 | history | edited | Dave | CC BY-SA 4.0 |
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| Jan 28, 2023 at 20:12 | vote | accept | paperskilltrees | ||
| Jan 28, 2023 at 20:12 | vote | accept | paperskilltrees | ||
| Jan 28, 2023 at 20:12 | |||||
| Jan 28, 2023 at 20:12 | history | answered | paperskilltrees | CC BY-SA 4.0 |