Validation and updating of risk models based on multinomial logistic regression

BACKGROUND: Risk models often perform poorly at external validation in terms of discrimination or calibration. Updating methods are needed to improve performance of multinomial logistic regression models for risk prediction. METHODS: We consider simple and more refined updating approaches to extend previously proposed methods for dichotomous outcomes. These include model recalibration (adjustment of intercept and/or slope), revision (re-estimation of individual model coefficients), and extension (revision with additional markers). We suggest a closed testing procedure to assist in deciding on the updating complexity. These methods are demonstrated on a case study of women with pregnancies of unknown location (PUL). A previously developed risk model predicts the probability that a PUL is a failed, intra-uterine, or ectopic pregnancy. We validated and updated this model on more recent patients from the development setting (temporal updating; n = 1422) and on patients from a different hospital (geographical updating; n = 873). Internal validation of updated models was performed through bootstrap resampling. RESULTS: Contrary to dichotomous models, we noted that recalibration can also affect discrimination for multinomial risk models. If the number of outcome categories is higher than the number of variables, logistic recalibration is obsolete because straightforward model refitting does not require the estimation of more parameters. Although recalibration strongly improved performance in the case study, the closed testing procedure selected model revision. Further, revision of functional form of continuous predictors had a positive effect on discrimination, whereas penalized estimation of changes in model coefficients was beneficial for calibration. CONCLUSIONS: Methods for updating of multinomial risk models are now available to improve predictions in new settings. A closed testing procedure is helpful to decide whether revision is preferred over recalibration. Because multicategory outcomes increase the number of parameters to be estimated, we recommend full model revision only when the sample size for each outcome category is large.