Validation and updating of predictive logistic regression models: a study on sample size and shrinkage

• Published in: Statistics in medicine Vol. 23; no. 16; pp. 2567 - 2586
• Main Authors: Steyerberg, Ewout W., Borsboom, Gerard J. J. M., van Houwelingen, Hans C., Eijkemans, Marinus J. C., Habbema, J. Dik F.
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 30.08.2004; Wiley Subscription Services, Inc
• Subjects: Computer Simulation; Data Interpretation, Statistical; Humans; Logistic Models; logistic regression; Logistics; Multicenter Studies as Topic; Myocardial Infarction - mortality; Regression analysis; Reproducibility of Results; Sample Size; Shrinkage; updating; validation; Validation studies
• ISSN: 0277-6715; 1097-0258
• DOI: 10.1002/sim.1844

A logistic regression model may be used to provide predictions of outcome for individual patients at another centre than where the model was developed. When empirical data are available from this centre, the validity of predictions can be assessed by comparing observed outcomes and predicted probabilities. Subsequently, the model may be updated to improve predictions for future patients. As an example, we analysed 30‐day mortality after acute myocardial infarction in a large data set (GUSTO‐I, n = 40 830). We validated and updated a previously published model from another study (TIMI‐II, n = 3339) in validation samples ranging from small (200 patients, 14 deaths) to large (10 000 patients, 700 deaths). Updated models were tested on independent patients. Updating methods included re‐calibration (re‐estimation of the intercept or slope of the linear predictor) and more structural model revisions (re‐estimation of some or all regression coefficients, model extension with more predictors). We applied heuristic shrinkage approaches in the model revision methods, such that regression coefficients were shrunken towards their re‐calibrated values. Parsimonious updating methods were found preferable to more extensive model revisions, which should only be attempted with relatively large validation samples in combination with shrinkage. Copyright © 2004 John Wiley & Sons, Ltd.