Programming the statistical procedures from SAS

Brier score - Logistic Regression

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Brier score - Logistic Regression

Proc logistic returns brier score with fitstat option. My question - Can we set cutoff to check model calibration? What i understand it is sensitive to % of events. For example, for 50% event rate model, brier score less than 0.09 considers satisfactory. Does it exist for 10% event rate model? Does SAS generate scaled brier score?

Regular Contributor
Posts: 181

Re: Brier score - Logistic Regression

In SAS website, it states that brier score is the weighted squared difference between the predicted probabilities and their observed response levels.

SAS/STAT(R) 9.3 User's Guide


Does it take into account the event rate (% of events)? Can i safely use cutoff .09? Brier score less than .09 is acceptable.

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