Assessment of heterogeneity in an individual participant data meta‐analysis of prediction models: An overview and illustration

Clinical prediction models aim to provide estimates of absolute risk for a diagnostic or prognostic endpoint. Such models may be derived from data from various studies in the context of a meta‐analysis. We describe and propose approaches for assessing heterogeneity in predictor effects and predictions arising from models based on data from different sources. These methods are illustrated in a case study with patients suffering from traumatic brain injury, where we aim to predict 6‐month mortality based on individual patient data using meta‐analytic techniques (15 studies, n = 11 022 patients). The insights into various aspects of heterogeneity are important to develop better models and understand problems with the transportability of absolute risk predictions.