Fig. 1

RMSE of the considered methods across 500 replications was calculated from a simulated super-population of size 500,000. The scenario with true constant relative treatment effect (panel A) had a true prediction c-statistic of 0.75 and sample size of 4250. The RMSE is also presented for strong linear (panel B), strong quadratic (panel C), and non-monotonic (panel D) deviations from constant relative treatment effects. Panels on the right side present the true relations between baseline risk (x-axis) and absolute treatment benefit (y-axis). The 2.5, 25, 50, 75, and 97.5 percentiles of the risk distribution are expressed by the boxplot on the top. The 2.5, 25, 50, 75, and 97.5 percentiles of the true benefit distributions are expressed by the boxplots on the side of the right-handside panel