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. Author manuscript; available in PMC: 2021 Jul 23.
Published in final edited form as: Proc ACM Conf Health Inference Learn (2020). 2020 Apr 2;2020:40–50. doi: 10.1145/3368555.3384461

Table 1:

The formulas for the six common calibration metrics. yi denotes the actual outcome, y^i represents the estimated risk probability, N indicates the total number of subjects, and Gg denotes the patients in group g.

Metric Formula Perfect Calibration

Brier score 1Ni=1N(yiy^i)2 0
Scaled Brier score 1i=1N(yiy^i)2Ny¯(1y¯) 1
Hosmer-Lemeshow statistic g=110(iGgyiiGgy^i)2Ngπg(1πg),whereπg=1NgiGgy^i 1
Spiegelhalter z-statistic i=1N(yiy^i)(12y^i)i=1N(12y^i)2y^i(1y^i) 1
Reliability-in-the-small 110g=110(1NgiGgy^i1NgiGgyi)2 0
Reliability-in-the-large (1Ni=1Ny^i1Ni=1Nyi)2 0