PMID- 8668867 OWN - NLM STAT- MEDLINE DCOM- 19960806 LR - 20230808 IS - 0277-6715 (Print) IS - 0277-6715 (Linking) VI - 15 IP - 4 DP - 1996 Feb 28 TI - Multivariable prognostic models: issues in developing models, evaluating assumptions and adequacy, and measuring and reducing errors. PG - 361-87 AB - Multivariable regression models are powerful tools that are used frequently in studies of clinical outcomes. These models can use a mixture of categorical and continuous variables and can handle partially observed (censored) responses. However, uncritical application of modelling techniques can result in models that poorly fit the dataset at hand, or, even more likely, inaccurately predict outcomes on new subjects. One must know how to measure qualities of a model's fit in order to avoid poorly fitted or overfitted models. Measurement of predictive accuracy can be difficult for survival time data in the presence of censoring. We discuss an easily interpretable index of predictive discrimination as well as methods for assessing calibration of predicted survival probabilities. Both types of predictive accuracy should be unbiasedly validated using bootstrapping or cross-validation, before using predictions in a new data series. We discuss some of the hazards of poorly fitted and overfitted regression models and present one modelling strategy that avoids many of the problems discussed. The methods described are applicable to all regression models, but are particularly needed for binary, ordinal, and time-to-event outcomes. Methods are illustrated with a survival analysis in prostate cancer using Cox regression. FAU - Harrell, F E Jr AU - Harrell FE Jr AD - Division of Biometry, Duke University Medical Center, Durham, North Carolina 27710, USA. FAU - Lee, K L AU - Lee KL FAU - Mark, D B AU - Mark DB LA - eng GR - HL-17670/HL/NHLBI NIH HHS/United States GR - HL-29436/HL/NHLBI NIH HHS/United States GR - HL-36587/HL/NHLBI NIH HHS/United States GR - etc. PT - Journal Article PT - Research Support, Non-U.S. Gov't PT - Research Support, U.S. Gov't, P.H.S. PT - Review PL - England TA - Stat Med JT - Statistics in medicine JID - 8215016 SB - IM MH - Clinical Trials as Topic/methods MH - Computer Graphics MH - Computer Simulation MH - Data Interpretation, Statistical MH - Discriminant Analysis MH - Humans MH - Linear Models MH - Male MH - Mathematical Computing MH - *Models, Statistical MH - Multivariate Analysis MH - Prostatic Neoplasms/drug therapy/mortality MH - Regression Analysis MH - Software MH - Survival Analysis MH - *Treatment Outcome RF - 72 EDAT- 1996/02/28 00:00 MHDA- 2000/06/20 09:00 CRDT- 1996/02/28 00:00 PHST- 1996/02/28 00:00 [pubmed] PHST- 2000/06/20 09:00 [medline] PHST- 1996/02/28 00:00 [entrez] AID - 10.1002/(SICI)1097-0258(19960229)15:4<361::AID-SIM168>3.0.CO;2-4 [pii] AID - 10.1002/(SICI)1097-0258(19960229)15:4<361::AID-SIM168>3.0.CO;2-4 [doi] PST - ppublish SO - Stat Med. 1996 Feb 28;15(4):361-87. doi: 10.1002/(SICI)1097-0258(19960229)15:4<361::AID-SIM168>3.0.CO;2-4.