Multivariate modeling of complications with data driven variable selection: Guarding against overfitting and effects of data set size

Despite considerable spread around the optimal number of selected variables, the bootstrapping method is efficient and accurate for sufficiently large data sets, and guards against overfitting for all simulated cases with the exception of some data sets with a particularly low number of events. An appropriate minimum data set size to obtain a model with high predictive power is approximately 200 patients and more than 32 events. With fewer data samples the true predictive power decreases rapidly, and for larger data set sizes the benefit levels off toward an asymptotic maximum predictive power.