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The difference between the apparent and test performance may be can be interpreted as optimism in model performance.
Examination of the apparent accuracy of a multivariable model using the training dataset results in optimistically biased performance [ 24], and the potential for optimism in model performance increases when the number of events decreases and the number of candidate predictors increases [ 25].
The BDO survey gauges optimism in business performance and the economy over the next six months.
15 We assessed optimism in the performance by bootstrap re-sampling.
The samples from this independent validation group were not included in the discovery process and were evaluated in a blinded manner (the statistician had no prior information related to the samples) to avoid optimism in reporting performance.
'Internally validated performance' corrects for optimism in the apparent performance to yield approximately unbiased estimates of future model performance.
Because prediction models perform better at the development cohort than in other similar populations, we used bootstrapping to adjust for over-optimism in model performance [ 27].
Estimates from approach 1, 3 and 4 suggested that there was substantial optimism in the apparent performance.
While the estimates from applying approach 1, 3 and 4 suggested that there was optimism in the apparent performance, findings from approach 2 on the other hand suggested little or no optimism.
Studies developing new prediction models should therefore always include some form of internal validation to quantify any optimism in the predictive performance (e.g., calibration and discrimination) of the developed model.
Studies developing new prediction models should therefore always include some form of internal validation to quantify any optimism in the predictive performance (for example, calibration and discrimination) of the developed model.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com