External validation of clinical prediction models: simulation-based sample size calculations were more reliable than rules-of-thumb.

INTRODUCTION

Sample size "rules-of-thumb" for external validation of clinical prediction models suggest at least 100 events and 100 non-events. Such blanket guidance is imprecise, and not specific to the model or validation setting. We investigate factors affecting precision of model performance estimates upon external validation, and propose a more tailored sample size approach.

METHODS

Simulation of logistic regression prediction models to investigate factors associated with precision of performance estimates. Then, explanation and illustration of a simulation-based approach to calculate the minimum sample size required to precisely estimate a model's calibration, discrimination and clinical utility.

RESULTS

Precision is affected by the model's linear predictor (LP) distribution, in addition to number of events and total sample size. Sample sizes of 100 (or even 200) events and non-events can give imprecise estimates, especially for calibration. The simulation-based calculation accounts for the LP distribution and (mis)calibration in the validation sample. Application identifies 2430 required participants (531 events) for external validation of a deep vein thrombosis diagnostic model.

CONCLUSION

Where researchers can anticipate the distribution of the model's LP (eg, based on development sample, or a pilot study), a simulation-based approach for calculating sample size for external validation offers more flexibility and reliability than rules-of-thumb.