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Table 2 Mathematical description of statistical models used for studying model variation

From: Validation of prediction models: examining temporal and geographic stability of baseline risk and estimated covariate effects

Model Model description Description
Ignoring temporal and geographic variation
 Model 1 logit(p ij ) = α 0 + βX ij where p ij denotes the probability of the outcome for the ith patient at the ith hospital. From this model, we extracted the linear predictor (LP ij ) Fixed effects model, ignoring temporal and geographic heterogeneity
Models accounting for geographic heterogeneity
 Model 2 logit(p ij ) = α 0j  + βX ij where the hospital-specific random effects α 0j  ~ N(α 0, σ 2) Random intercept model, allowing for variation in baseline risk, but assuming common prognostic effects
 Model 3 logit(p ij ) = α 0j  + α 1LP ij where the hospital-specific random effects α 0j  ~ N(α 0, σ 2) Rank 1 model, allowing for common effect of the linear predictor
 Model 4 logit(p ij ) = α 0j  + α 1j LP ij where \( \left(\begin{array}{l}{\alpha}_{0 j}\\ {}{\alpha}_{1 j}\end{array}\right)\sim \mathrm{M}\mathrm{V}\mathrm{N}\left(\left(\begin{array}{l}{\alpha}_0\\ {}{\alpha}_1\end{array}\right),\left(\begin{array}{l}{\sigma}_1^2\kern0.5em {\sigma}_{12}\\ {}{\sigma}_{12}\kern0.5em {\sigma}_2^2\end{array}\right)\right) \)
The distribution of the random effects was estimated to be \( \left(\begin{array}{l}{\alpha}_{0 j}\\ {}{\alpha}_{1 j}\end{array}\right)\sim \mathrm{M}\mathrm{V}\mathrm{N}\left(\left(\begin{array}{l}0.005\\ {}1.008\end{array}\right),\left(\begin{array}{l}0.0444\kern1em 0.0139\\ {}0.0139\kern1em 0.0162\end{array}\right)\right) \)
Rank 1 model, allowing for heterogeneity in the effect of the linear predictor
 Model 5 logit(p ij ) = α 0j  + α 1j LP ij  + α 2j X 1ij where \( \left(\begin{array}{l}{\alpha}_{0 j}\\ {}{\alpha}_{1 j}\\ {}{\alpha}_{2 j}\end{array}\right)\sim \mathrm{M}\mathrm{V}\mathrm{N}\left(\left(\begin{array}{l}{\alpha}_0\\ {}{\alpha}_1\\ {}{\alpha}_2\end{array}\right),\left(\begin{array}{l}{\sigma}_1^2\kern0.5em {\sigma}_{12}\kern0.5em {\sigma}_{13}\\ {}{\sigma}_{12}\kern0.5em {\sigma}_2^2\kern0.5em {\sigma}_{23}\\ {}{\sigma}_{13}\kern0.5em {\sigma}_{23}\kern0.5em {\sigma}_3^2\end{array}\right)\right) \) and X 1ij denote an individual predictor (e.g., age) Fully stratified model, allowing for differential prognostic effects (one model per covariate)
Models accounting for temporal heterogeneity
 Model 6 logit(p ij ) = α 0j  + α 1 T ij  + α 2LP ij where the hospital-specific random effects α 0j  ~ N(α 0, σ 2) and the fixed effect for LP ij are defined as in Model 3, and T ij denotes the temporal period (T = 0 for phase 1 vs T = 1 for phase 2) Random intercept model with a fixed main effect for phase 2 vs phase 1
 Model 7 logit(p i ) = α 0j  + α 1 T ij  + α 2LP ij  + α 3 T ij  × LP ij Random intercept model with a fixed interaction effect for phase 2 vs phase 1. The prognostic effect differs between time periods
 Model 8 logit(p i ) = α 0j  + α 1 X ij  + α 2 T ij  + α 3 T ij  × X ij Random intercept model that allowed effect of each predictor to vary between time periods
Simultaneous exploration of geographic and temporal heterogeneity of predictor effects
 Model 9 logit(p ij ) = α 0j  + α 1j LP ij  + α 2j T ij  + α 3j T ij  × LP ij where \( \left(\begin{array}{l}{\alpha}_{0 j}\\ {}{\alpha}_{1 j}\\ {}{\alpha}_{2 j}\\ {}{\alpha}_{3 j}\end{array}\right)\sim \mathrm{M}\mathrm{V}\mathrm{N}\left(\left(\begin{array}{l}{\alpha}_0\\ {}{\alpha}_1\\ {}{\alpha}_2\\ {}{\alpha}_3\end{array}\right),\left(\begin{array}{l}{\sigma}_1^2\kern0.5em {\sigma}_{12}\kern0.5em {\sigma}_{13}\kern0.5em {\sigma}_{14}\\ {}{\sigma}_{12}\kern0.5em {\sigma}_2^2\kern0.5em {\sigma}_{23}\kern0.5em {\sigma}_{24}\\ {}{\sigma}_{13}\kern0.5em {\sigma}_{23}\kern0.5em {\sigma}_3^2\kern0.5em {\sigma}_{34}\\ {}{\sigma}_{14}\kern0.5em {\sigma}_{24}\kern0.5em {\sigma}_{34}\kern0.5em {\sigma}_4^2\end{array}\right)\right) \) The effect of the linear predictor varies between hospitals; the effect of temporal period varies across hospitals; and the effect of temporal period on the predictor effects varies across hospitals