Minimum sample size for binary-outcome prediction models

Compute the minimum sample size required to develop a prediction model with a binary outcome. The function wraps a simulation-based engine that combines a bisection search with Gaussian-process curve fitting. From user inputs (outcome prevalence, maximum achievable performance, target performance, etc.) it constructs a data-generating function, a model-fitting function, and a metric function, then searches for the smallest $n$ that meets the chosen performance criterion.

Usage

simulate_binary(
  signal_parameters,
  noise_parameters = 0,
  predictor_type = "continuous",
  binary_predictor_prevalence = NULL,
  outcome_prevalence,
  maximum_achievable_cstatistic,
  model = "glm",
  metric = "calibration_slope",
  target_performance,
  n_reps_total = 1000,
  mean_or_assurance = "assurance",
  ...
)

Arguments

signal_parameters: Integer. Number of candidate predictors associated with the outcome (i.e., true signal features).
noise_parameters: Integer. Number of candidate predictors not associated with the outcome (noise features). Default is 0.
predictor_type: Character string, either "continuous" or "binary". Specifies the type of simulated candidate predictors.
binary_predictor_prevalence: Optional numeric in (0, 1). Prevalence of the binary predictors when predictor_type = "binary". Ignored otherwise.
outcome_prevalence: Numeric in (0, 1). Target prevalence of the binary outcome in the intended modelling context.
maximum_achievable_cstatistic: Numeric in (0, 1). Maximum achievable C-statistic with effectively unlimited data. This is used to calibrate the data-generating mechanism and is not the minimum acceptable threshold.
model: Character string specifying the modelling algorithm. Supported values are "glm" (logistic regression), "lasso" (regularised logistic regression), "rf" (random forest), and "xgboost" (gradient-boosted trees). The machine-learning options are experimental because they have not yet undergone the package's main validation study.
metric: Character string naming the performance metric used to assess the sample size; defaults to "calibration_slope". (Internally mapped to the engine's metric identifiers.)
target_performance: Numeric. Minimum acceptable value of the selected performance metric $M^*$; the algorithm searches for the smallest $n$ meeting the chosen criterion with respect to this threshold.
n_reps_total: Integer. Total number of simulation replications used by the engine across the search.
mean_or_assurance: Character string, either "mean" or "assurance". Controls whether the minimum $n$ is defined by the mean-based criterion or the assurance-based criterion (with the assurance level $\delta$ controlled by the engine's defaults or additional arguments in ...).
...: Additional options passed to simulate_custom() (e.g., assurance level $\delta$, per-iteration settings).

Value

An object of class "pmsims" containing the estimated minimum sample size and simulation diagnostics (inputs, fitted GP curve, intermediate evaluations, and summary metrics).

Criteria

Two formulations are supported.

Mean-based: find the smallest $n$ such that the expected model performance exceeds the target $M^*$, i.e. $$\min_n \; \mathbb{E}_{D_n}\{ M \mid D_n \} \ge M^*.$$
Assurance-based: find the smallest $n$ such that the probability the performance exceeds $M^*$ is at least $\delta$ (e.g. 0.80), i.e. $$\min_n \; \mathbb{P}_{D_n}\!\left( M \mid D_n \ge M^* \right) \ge \delta.$$

Here, $M$ is the chosen performance metric and the probability/expectation is over repeated samples of training data of size $n$. The assurance criterion explicitly accounts for variability across training sets; models with higher variance typically require larger $n$ to satisfy it.

Examples

if (FALSE) { # \dontrun{
est <- simulate_binary(
  signal_parameters = 10,
  noise_parameters = 10,
  predictor_type = "continuous",
  outcome_prevalence = 0.2,
  maximum_achievable_cstatistic = 0.75,
  metric = "calibration_slope",
  target_performance = 0.9,
  n_reps_total = 1000,
  mean_or_assurance = "assurance"
)
est
} # }