Figure 4.

Measures of predictive performance under measurement heterogeneity in both predictors in finite sample simulations. Mean c‐statistic, median calibration slope, and mean Brier score averaged over 10 000 repetitions with interquartile range and 95% confidence interval of a two‐predictor logistic regression model in which both predictors are measured heterogeneously across settings. Horizontal bars indicate performance measures at model derivation, while boxes indicate performance at external validation. Measurements in the derivation set (n = 2000) are recreated using Equation (2), which corresponds to the random measurement error model. In the validation set (n = 2000), measurements correspond to various measurement structures under Equation (1)