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arXiv · 2207.12892

Minimum Sample Size for Developing a Multivariable Prediction Model using Multinomial Logistic Regression

Alexander Pate·Richard D Riley·Gary S Collins·Maarten van Smeden·Ben Van Calster·Joie Ensor·Glen P Martin
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Abstract

Multinomial logistic regression models allow one to predict the risk of a categorical outcome with more than 2 categories. When developing such a model, researchers should ensure the number of participants (n) is appropriate relative to the number of events (E.k) and the number of predictor parameters (p.k) for each category k. We propose three criteria to determine the minimum n required in light of existing criteria developed for binary outcomes. The first criteria aims to minimise the model overfitting. The second aims to minimise the difference between the observed and adjusted R2 Nagelkerke. The third criterion aims to ensure the overall risk is estimated precisely. For criterion (i), we show the sample size must be based on the anticipated Cox-snell R2 of distinct one-to-one logistic regression models corresponding to the sub-models of the multinomial logistic regression, rather than on the overall Cox-snell R2 of the multinomial logistic regression. We tested the performance of the proposed criteria (i) through a simulation study, and found that it resulted in the desired level of overfitting. Criterion (ii) and (iii) are natural extensions from previously proposed criteria for binary outcomes. We illustrate how to implement the sample size criteria through a worked example considering the development of a multinomial risk prediction model for tumour type when presented with an ovarian mass. Code is provided for the simulation and worked example. We will embed our proposed criteria within the pmsampsize R library and Stata modules.

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Alexander Pate, Richard D Riley, Gary S Collins, Maarten van Smeden, Ben Van Calster, Joie Ensor, Glen P Martin. 2022-07-26. Minimum Sample Size for Developing a Multivariable Prediction Model using Multinomial Logistic Regression. https://arxiv.org/abs/2207.12892

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