# Three must-read papers on predictive modeling

## Contents

Here are three papers (co)authored by Frank Harrell that I spent some time rereading recently.

What is common to all three papers is that the authors emphasize the need for robustness in predictive modeling of clinical outcomes with multivariable models, with a particular accent on error estimation, model accuracy, power analysis.

Aliferis, C.F., Statnikov, A., Tsamardinos, I., Schildcrout, J.S., Shepherd, B.E., and Harrell, F.E. Jr (2009). Factors Influencing the Statistical Power of Complex Data Analysis Protocols for Molecular Signature Development from Microarray Data. PLoS ONE 4(3): e4922.

BackgroundCritical to the development of molecular signatures from microarray and other high-throughput data is testing the statistical significance of the produced signature in order to ensure its statistical reproducibility. While current best practices emphasize sufficiently powered univariate tests of differential expression, little is known about the factors that affect the statistical power of complex multivariate analysis protocols for high-dimensional molecular signature development.

Methodology/Principal FindingsWe show that choices of specific components of the analysis (i.e., error metric, classifier, error estimator and event balancing) have large and compounding effects on statistical power. The effects are demonstrated empirically by an analysis of 7 of the largest microarray cancer outcome prediction datasets and supplementary simulations, and by contrasting them to prior analyses of the same data.

Conclusions/SignificanceThe findings of the present study have two important practical implications: First, high-throughput studies by avoiding under-powered data analysis protocols, can achieve substantial economies in sample required to demonstrate statistical significance of predictive signal. Factors that affect power are identified and studied. Much less sample than previously thought may be sufficient for exploratory studies as long as these factors are taken into consideration when designing and executing the analysis. Second, previous highly-cited claims that microarray assays may not be able to predict disease outcomes better than chance are shown by our experiments to be due to under-powered data analysis combined with inappropriate statistical tests.

Harrell, F.E. Jr, Margolis, P.A., Gove, S., Mason, K.E., Mulholland, E.K., Lehmann, D., Muhe, L., Gatchalian, S., and Eichenwald, H.F.. (1998). Development of a clinical prediction model for an ordinal outcome: the World Health Organization Multicentre Study of Clinical Signs and Etiological agents of Pneumonia, Sepsis and Meningitis in Young Infants. WHO/ARI Young Infant Multicentre Study Group. Statistics in Medicine, 17(8): 909-44.

This paper describes the methodologies used to develop a prediction model to assist health workers in developing countries in facing one of the most difficult health problems in all parts of the world: the presentation of an acutely ill young infant. Statistical approaches for developing the clinical prediction model faced at least two major difficulties. First, the number of predictor variables, especially clinical signs and symptoms, is very large, necessitating the use of data reduction techniques that are blinded to the outcome. Second, there is no uniquely accepted continuous outcome measure or final binary diagnostic criterion. For example, the diagnosis of neonatal sepsis is ill-defined. Clinical decision makers must identify infants likely to have positive cultures as well as to grade the severity of illness. In the WHO/ARI Young Infant Multicentre Study we have found an ordinal outcome scale made up of a mixture of laboratory and diagnostic markers to have several clinical advantages as well as to increase the power of tests for risk factors. Such a mixed ordinal scale does present statistical challenges because it may violate constant slope assumptions of ordinal regression models. In this paper we develop and validate an ordinal predictive model after choosing a data reduction technique. We show how ordinality of the outcome is checked against each predictor. We describe new but simple techniques for graphically examining residuals from ordinal logistic models to detect problems with variable transformations as well as to detect non-proportional odds and other lack of fit. We examine an alternative type of ordinal logistic model, the continuation ratio model, to determine if it provides a better fit. We find that it does not but that this model is easily modified to allow the regression coefficients to vary with cut-offs of the response variable. Complex terms in this extended model are penalized to allow only as much complexity as the data will support. We approximate the extended continuation ratio model with a model with fewer terms to allow us to draw a nomogram for obtaining various predictions. The model is validated for calibration and discrimination using the bootstrap. We apply much of the modelling strategy described in Harrell, Lee and Mark (Statist. Med. 15, 361-387 (1998)) for survival analysis, adapting it to ordinal logistic regression and further emphasizing penalized maximum likelihood estimation and data reduction.

Harrell, F.E. Jr, Lee, K.L., and Mark, D.B. (1996). Multivariable prognostic models: issues in developing models, evaluating assumptions and adequacy, and measuring and reducing errors. Statistics in Medicine, 15(4): 361-87.

Multivariable regression models are powerful tools that are used frequently in studies of clinical outcomes. These models can use a mixture of categorical and continuous variables and can handle partially observed (censored) responses. However, uncritical application of modelling techniques can result in models that poorly fit the dataset at hand, or, even more likely, inaccurately predict outcomes on new subjects. One must know how to measure qualities of a model’s fit in order to avoid poorly fitted or overfitted models. Measurement of predictive accuracy can be difficult for survival time data in the presence of censoring. We discuss an easily interpretable index of predictive discrimination as well as methods for assessing calibration of predicted survival probabilities. Both types of predictive accuracy should be unbiasedly validated using bootstrapping or cross-validation, before using predictions in a new data series. We discuss some of the hazards of poorly fitted and overfitted regression models and present one modelling strategy that avoids many of the problems discussed. The methods described are applicable to all regression models, but are particularly needed for binary, ordinal, and time-to-event outcomes. Methods are illustrated with a survival analysis in prostate cancer using Cox regression.