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. 2021 Dec 12;41(8):1334–1360. doi: 10.1002/sim.9281

TABLE 5.

Validation performance based on small development datasets of n = 500 for the main simulation scenarios (reported as the average performance on a large validation dataset for 200 simulated development datasets)

Calibration intercepts/Calibration slopes
Per outcome category Per outcome dichotomy Model‐specific Single number metrics
Model
Y=1
Y=2
Y=3
Y>1
Y>2
LP1 LP2 rMSPE ORC
MLR truth scenario 1: balanced outcome, equidistant means
MLR 0.01/0.97 −0.01/0.67 0.00/0.97 −0.01/0.97 0.00/0.97 −0.01/0.95 0.01/0.97 0.047 0.738
CL‐PO 0.01/1.00 −0.01/0.72 0.01/1.00 −0.01/1.00 0.01/1.00 0.01/0.98 −0.01/0.98 0.038 0.738
AC‐PO 0.01/0.98 −0.01/0.95 0.00/0.98 −0.01/0.98 0.00/0.98 −0.01/0.98 0.01/0.98 0.034 0.738
SLM 0.01/0.98 −0.01/0.87 0.00/0.99 −0.01/0.98 0.00/0.99 −0.01/0.99 0.00/0.98 0.037 0.738
MLR truth scenario 2: imbalanced outcome, equidistant means
MLR 0.00/0.95 0.00/0.83 0.00/0.95 0.00/0.95 0.00/0.95 0.00/0.95 0.00/0.93 0.044 0.736
CL‐PO 0.02/0.92 −0.01/0.75 −0.01/1.10 −0.02/0.92 −0.01/1.10 0.01/0.96 −0.01/0.96 0.038 0.737
AC‐PO 0.00/0.96 0.00/0.97 0.00/0.96 0.00/0.96 0.00/0.96 0.00/0.96 0.00/0.96 0.033 0.737
SLM 0.00/0.96 0.00/0.95 0.00/0.97 0.00/0.96 0.00/0.97 0.00/0.96 0.00/0.96 0.036 0.737
MLR truth scenario 3: balanced outcome, nonequidistant means
MLR 0.00/0.97 −0.01/0.88 0.01/0.97 0.00/0.97 0.01/0.97 −0.01/0.97 0.01/0.94 0.045 0.738
CL‐PO −0.03/1.19 −0.01/0.72 0.05/0.84 0.03/1.19 0.05/0.84 0.01/0.98 −0.01/0.98 0.082 0.736
AC‐PO 0.00/1.17 −0.01/0.92 0.01/0.83 0.00/1.17 0.01/0.83 −0.01/0.98 0.01/0.98 0.081 0.736
SLM 0.00/0.98 −0.01/0.92 0.01/1.00 0.00/0.98 0.01/1.00 −0.01/0.98 0.00/0.98 0.073 0.735
MLR truth scenario 4: imbalanced outcome, nonequidistant means
MLR 0.01/0.97 −0.01/0.94 0.00/0.94 −0.01/0.97 0.00/0.94 −0.01/0.98 0.00/0.87 0.043 0.735
CL‐PO −0.01/1.08 0.00/1.10 0.02/0.83 0.01/1.08 0.02/0.83 0.01/0.98 0.00/0.98 0.067 0.733
AC‐PO 0.01/1.14 0.00/1.42 0.00/0.75 −0.01/1.14 0.00/0.75 −0.01/0.97 0.00/0.97 0.072 0.733
SLM 0.01/0.98 0.00/0.99 0.00/0.99 −0.01/0.98 0.00/0.99 −0.01/0.98 −0.01/0.97 0.060 0.730
CL‐PO truth scenario 1: balanced outcome
MLR 0.02/0.94 0.00/0.90 −0.02/0.96 −0.02/0.94 −0.02/0.96 −0.01/0.94 −0.02/0.96 0.048 0.738
CL‐PO 0.02/0.97 0.00/0.96 −0.02/0.96 −0.02/0.97 −0.02/0.96 0.02/0.97 0.02/0.97 0.034 0.738
AC‐PO 0.02/0.96 0.00/1.30 −0.02/0.96 −0.02/0.96 −0.02/0.96 −0.01/0.96 −0.02/0.96 0.036 0.738
SLM 0.02/0.95 0.01/1.19 −0.02/0.97 −0.02/0.95 −0.02/0.97 −0.01/0.97 −0.03/0.96 0.039 0.738
CL‐PO truth scenario 2: imbalanced outcome
MLR 0.00/0.97 −0.01/0.97 0.03/0.91 0.00/0.97 0.03/0.91 0.00/0.98 0.03/0.84 0.046 0.737
CL‐PO 0.00/0.97 −0.01/0.97 0.03/0.96 0.00/0.97 0.03/0.96 0.00/0.97 −0.03/0.97 0.034 0.738
AC‐PO 0.00/1.03 −0.01/1.27 0.03/0.85 0.00/1.03 0.03/0.85 0.00/0.96 0.03/0.96 0.038 0.737
SLM 0.00/0.97 −0.01/1.07 0.03/0.94 0.00/0.97 0.03/0.94 0.00/0.98 0.03/0.95 0.038 0.738
CL‐PO truth scenario 3: highly imbalanced outcome
MLR −0.02/0.96 0.02/0.96 0.01/0.87 0.02/0.96 0.01/0.87 0.02/0.98 0.00/0.64 0.041 0.739
CL‐PO −0.02/0.96 0.02/0.97 0.01/0.97 0.02/0.96 0.01/0.97 −0.01/0.96 −0.02/0.96 0.033 0.739
AC‐PO −0.02/1.04 0.02/1.17 0.01/0.74 0.02/1.04 0.01/0.74 0.02/0.96 −0.01/0.96 0.037 0.739
SLM −0.02/0.96 0.02/0.99 0.01/0.97 0.02/0.96 0.01/0.97 0.02/0.97 0.02/0.97 0.035 0.739

Abbreviations: AC‐PO, adjacent category logit model with proportional odds; CAD, coronary artery disease; CL‐PO, cumulative logit model with proportional odds; ECI, estimated calibration index; LP, linear predictor; MLR, multinomial logistic regression; ORC, ordinal C statistic; rMSPE, root mean squared prediction error; SLM, stereotype logit model.