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A note on closed-form solutions for estimating sample size when externally validating a binary prediction model based on $C$-statistic precision
Denis A. Sha · 2026-05-25 · via stat updates on arXiv.org

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Abstract:External validation of clinical prediction models is crucial for assessing whether they are fit for use. The $C$-statistic is a widely used measure of discriminative performance of such models predicting a binary outcome. A method for obtaining the minimum sample size required for the precise estimation of the $C$-statistic during validation, based on the rearrangement of Newcombe's formula for the standard error of the $C$-statistic {SE($C$)}, was recently proposed and implemented in R and Stata software via an iterative computational approach. We present seven novel closed-form solutions, derived using different computer algebra systems and artificial intelligence models, to the algebraic rearrangement of Newcombe's formula. We present these distinct forms to demonstrate how different computational tools yield structurally distinct but mathematically equivalent solutions, and to evaluate their practical differences in computational performance. Our closed-form solutions yield identical sample size estimates to the iterative method when applied to illustrative examples. In a benchmarking analysis, the closed-form solutions were on average 148,000 to 264,000 times faster in median execution time than the current iterative implementation, while also exhibiting minor efficiency differences among themselves. This work provides a validated, highly efficient computational tool applicable to sample size calculation for external validation studies. R code functions implementing the closed-form solutions are provided.
Comments: 8 pages, 2 figures
Subjects: Methodology (stat.ME)
Cite as: arXiv:2605.23664 [stat.ME]
  (or arXiv:2605.23664v1 [stat.ME] for this version)
  https://doi.org/10.48550/arXiv.2605.23664

arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Denis Shah [view email]
[v1] Fri, 22 May 2026 14:13:57 UTC (54 KB)