## Abstract

In prediction model research, external validation is needed to examine an existing model's performance using data independent to that for model development. Current external validation studies often suffer from small sample sizes and consequently imprecise predictive performance estimates. To address this, we propose how to determine the minimum sample size needed for a new external validation study of a prediction model for a binary outcome. Our calculations aim to precisely estimate calibration (Observed/Expected and calibration slope), discrimination (C-statistic), and clinical utility (net benefit). For each measure, we propose closed-form and iterative solutions for calculating the minimum sample size required. These require specifying: (i) target SEs (confidence interval widths) for each estimate of interest, (ii) the anticipated outcome event proportion in the validation population, (iii) the prediction model's anticipated (mis)calibration and variance of linear predictor values in the validation population, and (iv) potential risk thresholds for clinical decision-making. The calculations can also be used to inform whether the sample size of an existing (already collected) dataset is adequate for external validation. We illustrate our proposal for external validation of a prediction model for mechanical heart valve failure with an expected outcome event proportion of 0.018. Calculations suggest at least 9835 participants (177 events) are required to precisely estimate the calibration and discrimination measures, with this number driven by the calibration slope criterion, which we anticipate will often be the case. Also, 6443 participants (116 events) are required to precisely estimate net benefit at a risk threshold of 8%. Software code is provided.

Original language | English |
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Pages (from-to) | 4230-4251 |

Number of pages | 22 |

Journal | Statistics in Medicine |

Volume | 40 |

Issue number | 19 |

Early online date | 24 May 2021 |

DOIs | |

Publication status | Published - 30 Aug 2021 |

### Bibliographical note

© 2021 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.## Keywords

- binary outcomes
- calibration
- discrimination
- external validation
- minimum sample size
- multivariable prediction model
- net benefit