A Infantry Brigade was up to 1000 if at full strength (which, I understand, they rarely where)...
A Regiment is a name for one or more Brigades often used for recruitment. For example you can have the Highlanders Regiment, with Brigades named 1st Highlanders Regiment, 2nd Highlander's Regiment and so on. Regiment can also be interchangeable with the term Brigade just to make things even more confusing...
I have had great difficulty finding an average size for Cavalry regiment, but 400-500 I think is about right...
Nor am I aware if the Brigade formed up as one unit or not. In RTW the huge unit size for Roman cohorts was 160. Now a cohort was 5 time bigger, but the method of deployment was two centuries stood next to each other and they where 80 men each so the 160 man unit was a good size if you ignored the Cohort naming.
As Monsieur Alphonse points out if you think of the units as Company size then it all works pretty well...
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