How to develop, externally validate, and update multinomial prediction models

Abstract

Multinomial prediction models (MPMs) have a range of potential applications across healthcare where the primary outcome of interest has multiple nominal or ordinal categories. However, the application of MPMs is scarce, which may be due to the added methodological complexities that they bring. This article provides a guide of how to develop, externally validate, and update MPMs. Using a previously developed and validated MPM for treatment outcomes in rheumatoid arthritis as an example, we outline guidance and recommendations for producing a clinical prediction model using multinomial logistic regression. This article is intended to supplement existing general guidance on prediction model research. This guide is split into three parts: 1) Outcome definition and variable selection, 2) Model development, and 3) Model evaluation (including performance assessment, internal and external validation, and model recalibration). We outline how to evaluate and interpret the predictive performance of MPMs. R code is provided. We recommend the application of MPMs in clinical settings where the prediction of a nominal polytomous outcome is of interest. Future methodological research could focus on MPM-specific considerations for variable selection and sample size criteria for external validation