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arXiv · 2406.08628

Empirical Evidence That There Is No Such Thing As A Validated Prediction Model

Florian D. van Leeuwen·Ewout W. Steyerberg·David van Klaveren·Ben Wessler·David M. Kent·Erik W. van Zwet
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Abstract

Background: External validations are essential to assess clinical prediction models (CPMs) before deployment. Apart from model misspecification, differences in patient population and other factors influence a model's AUC (c-statistic). We aimed to quantify variation in AUCs across external validation studies and adjust expectations of a model's performance in a new setting. Methods: The Tufts-PACE CPM Registry contains CPMs for cardiovascular disease prognosis. We analyzed the AUCs of 469 CPMs with a total of 1,603 external validations. For each CPM, we performed a random effects meta-analysis to estimate the between-study standard deviation $\tau$ among the AUCs. Since the majority of these meta-analyses has only a handful of validations, this leads to very poor estimates of $\tau$. So, we estimated a log normal distribution of $\tau$ across all CPMs and used this as an empirical prior. We compared this empirical Bayesian approach with frequentist meta-analyses using cross-validation. Results: The 469 CPMs had a median of 2 external validations (IQR: [1-3]). The estimated distribution of $\tau$ had a mean of 0.055 and a standard deviation of 0.015. If $\tau$ = 0.05, the 95% prediction interval for the AUC in a new setting is at least +/- 0.1, regardless of the number of validations. Frequentist methods underestimate the uncertainty about the AUC in a new setting. Accounting for $\tau$ in a Bayesian approach achieved near nominal coverage. Conclusion: Due to large heterogeneity among the validated AUC values of a CPM, there is great irreducible uncertainty in predicting the AUC in a new setting. This uncertainty is underestimated by existing methods. The proposed empirical Bayes approach addresses this problem which merits wide application in judging the validity of prediction models.

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Florian D. van Leeuwen, Ewout W. Steyerberg, David van Klaveren, Ben Wessler, David M. Kent, Erik W. van Zwet. 2024-06-12. Empirical Evidence That There Is No Such Thing As A Validated Prediction Model. https://arxiv.org/abs/2406.08628

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