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Table 4 Simulation results in a domain with ICC = 15%, 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 †

0.77 (0.735; 0.802)

0.77 (0.734; 0.801)

0.85 (0.818; 0.873)

0.77 (0.762; 0.769)

0.77 (0.763; 0.769)

C-index within clusters ‡

0.80 (0.085)

0.80 (0.086)

0.80 (0.086)

0.80 (0.037)

0.80 (0.037)

Calibration intercept*

0.00

0.19

0.00

-0.00

0.20

Calibration intercept* within clusters ‡

-0.18 (0.941)

-0.00 (1.005)

0.00 (0.000)

-0.19 (0.967)

0.01 (1.024)

Calibration slope

1.00

0.85

1.07

0.97

0.83

Calibration slope within clusters ‡

1.18 (0.096)

1.00 (0.082)

1.07 (0.000)

1.15 (0.011)

0.99 (0.008)

  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).