A general sample size framework for developing or updating a clinical prediction model

Abstract

Aims: To propose a general sample size framework for developing or updating a clinical prediction model using any statistical or machine learning method, based on drawing samples from anticipated posterior distributions and targeting assurance in predictive performance. Methods: Users provide a reference model (eg, matching outcome incidence, predictor weights and c-statistic of previous models), and a (synthetic) dataset reflecting the joint distribution of candidate predictors in the target population. Then a fully simulation-based approach allows the impact of a chosen development sample size and modelling strategy to be examined. This generates thousands of models and, by applying each to the target population, leads to posterior distributions of individual predictions and model performance (degradation) metrics, to inform required sample size. To improve computation speed for penalised regression, we also propose a one-sample Bayesian analysis combining shrinkage priors with a likelihood decomposed into sample size and Fisher's information. Results: The framework is illustrated when developing pre-eclampsia prediction models using logistic regression (unpenalised, uniform shrinkage, lasso or ridge) and random forests. We show it encompasses existing sample size calculation criteria whilst providing model assurance probabilities, instability metrics and degradation statistics about calibration, discrimination, clinical utility, prediction error and fairness. Crucially, the required sample size depends on the users' key estimands and planned model development or updating approach. Conclusions: The framework generalises existing sample size proposals for model development by utilising anticipated posterior distributions conditional on a chosen sample size and development strategy. This informs the sample size required to target appropriate model performance.