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Table 3 Simulation results in a domain with ICC = 5%, Pearson correlation X1 and random effect 0.0

From: Prediction models for clustered data: comparison of a random intercept and standard regression model

  Apparent performance Test performance
  Standard model Marginal risk calculation Conditional risk calculation Standard model Marginal risk calculation
Harrell’s C-index † 0.79 (0.766; 0.816) 0.79 (0.766; 0.816) 0.82 (0.788; 0.839) 0.78 (0.780; 0.785) 0.78 (0.780; 0.785)
C-index within clusters ‡ 0.80 (0.077) 0.80 (0.077) 0.80 (0.077) 0.79 (0.031) 0.79 (0.031)
Calibration intercept* 0.00 0.02 0.00 0.04 0.07
Calibration intercept* within clusters ‡ -0.02 (0.442) -0.00 (0.453) 0.00 (0.000) 0.01 (0.494) 0.05 (0.500)
Calibration slope 1.00 0.97 1.05 0.96 0.92
Calibration slope within clusters ‡ 1.05 (0.090) 1.01 (0.092) 1.06 (0.000) 1.00 (0.022) 0.96 (0.021)
  1. * With calibration slope equal to 1 (i.e. calibration in the large).
  2. † overall performance (2.5 and 97.5 percentiles).
  3. ‡ median of overall performance from 100 simulations (median of within cluster performances).