Internal Validation with Bayesian models
Datamethods Discussion Forum [Unofficial]
March 25, 2026
In the clinical prediction model framework, many suggest doing internal validation after model development to quantify and adjust for optimism/overfitting. The most recommended procedure is doing non-parametric bootstrapping 200-500 times.
However, doing such a procedure with a Bayesian model and a large dataset is infeasible due to computational burden. In the Bayesian literature, model checking with posterior predictive checks and even leave-one-out cross-validation are commonly recommended. Yet I have not yet seen these procedures in the clinical prediction literature.
How should one internally validate a Bayesian clinical prediction model?
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