Figure 16.

Calibration plots when the true model included an interaction term (N = 1000). There are three curves for each of the two estimation methods (RCS and hazard regression). The inner curve represents the mean calibration curve across the 1000 simulation replicates. The outer two curves represent the 2.5th and 97.5th percentiles of the calibration curves across the simulation replicates. The green curve denotes the true calibration curve derived from the large super‐population. The density function denotes a non‐parametric estimate of the distribution of predicted risk across the large super‐population (right axis) [Colour figure can be viewed at wileyonlinelibrary.com]