Sample size considerations for the external validation of a multivariable prognostic model: a resampling study.

After developing a prognostic model, it is essential to evaluate the performance of the model in samples independent from those used to develop the model, which is often referred to as external validation. However, despite its importance, very little is known about the sample size requirements for conducting an external validation. Using a large real data set and resampling methods, we investigate the impact of sample size on the performance of six published prognostic models. Focussing on unbiased and precise estimation of performance measures (e.g. the c-index, D statistic and calibration), we provide guidance on sample size for investigators designing an external validation study. Our study suggests that externally validating a prognostic model requires a minimum of 100 events and ideally 200 (or more) events.

Quantifying the impact of different approaches for handling continuous predictors on the performance of a prognostic model.

Continuous predictors are routinely encountered when developing a prognostic model. Investigators, who are often non-statisticians, must decide how to handle continuous predictors in their models. Categorising continuous measurements into two or more categories has been widely discredited, yet is still frequently done because of its simplicity, investigator ignorance of the potential impact and of suitable alternatives, or to facilitate model uptake. We examine three broad approaches for handling continuous predictors on the performance of a prognostic model, including various methods of categorising predictors, modelling a linear relationship between the predictor and outcome and modelling a nonlinear relationship using fractional polynomials or restricted cubic splines. We compare the performance (measured by the c-index, calibration and net benefit) of prognostic models built using each approach, evaluating them using separate data from that used to build them. We show that categorising continuous predictors produces models with poor predictive performance and poor clinical usefulness. Categorising continuous predictors is unnecessary, biologically implausible and inefficient and should not be used in prognostic model development. © 2016 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.

Sensitivity analyses for partially observed recurrent event data.

Recurrent events involve the occurrences of the same type of event repeatedly over time and are commonly encountered in longitudinal studies. Examples include seizures in epileptic studies or occurrence of cancer tumors. In such studies, interest lies in the number of events that occur over a fixed period of time. One considerable challenge in analyzing such data arises when a large proportion of patients discontinues before the end of the study, for example, because of adverse events, leading to partially observed data. In this situation, data are often modeled using a negative binomial distribution with time-in-study as offset. Such an analysis assumes that data are missing at random (MAR). As we cannot test the adequacy of MAR, sensitivity analyses that assess the robustness of conclusions across a range of different assumptions need to be performed. Sophisticated sensitivity analyses for continuous data are being frequently performed. However, this is less the case for recurrent event or count data. We will present a flexible approach to perform clinically interpretable sensitivity analyses for recurrent event data. Our approach fits into the framework of reference-based imputations, where information from reference arms can be borrowed to impute post-discontinuation data. Different assumptions about the future behavior of dropouts dependent on reasons for dropout and received treatment can be made. The imputation model is based on a flexible model that allows for time-varying baseline intensities. We assess the performance in a simulation study and provide an illustration with a clinical trial in patients who suffer from bladder cancer.

A robust imputation method for missing responses and covariates in sample selection models.

Sample selection arises when the outcome of interest is partially observed in a study. Although sophisticated statistical methods in the parametric and non-parametric framework have been proposed to solve this problem, it is yet unclear how to deal with selectively missing covariate data using simple multiple imputation techniques, especially in the absence of exclusion restrictions and deviation from normality. Motivated by the 2003-2004 NHANES data, where previous authors have studied the effect of socio-economic status on blood pressure with missing data on income variable, we proposed the use of a robust imputation technique based on the selection-t sample selection model. The imputation method, which is developed within the frequentist framework, is compared with competing alternatives in a simulation study. The results indicate that the robust alternative is not susceptible to the absence of exclusion restrictions - a property inherited from the parent selection-t model - and performs better than models based on the normal assumption even when the data is generated from the normal distribution. Applications to missing outcome and covariate data further corroborate the robustness properties of the proposed method. We implemented the proposed approach within the MICE environment in R Statistical Software.

Adequate sample size for developing prediction models is not simply related to events per variable.

OBJECTIVES: The choice of an adequate sample size for a Cox regression analysis is generally based on the rule of thumb derived from simulation studies of a minimum of 10 events per variable (EPV). One simulation study suggested scenarios in which the 10 EPV rule can be relaxed. The effect of a range of binary predictors with varying prevalence, reflecting clinical practice, has not yet been fully investigated. STUDY DESIGN AND SETTING: We conducted an extended resampling study using a large general-practice data set, comprising over 2 million anonymized patient records, to examine the EPV requirements for prediction models with low-prevalence binary predictors developed using Cox regression. The performance of the models was then evaluated using an independent external validation data set. We investigated both fully specified models and models derived using variable selection. RESULTS: Our results indicated that an EPV rule of thumb should be data driven and that EPV ≥ 20 ​ generally eliminates bias in regression coefficients when many low-prevalence predictors are included in a Cox model. CONCLUSION: Higher EPV is needed when low-prevalence predictors are present in a model to eliminate bias in regression coefficients and improve predictive accuracy.