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Challenges to data collection, limitations of technology, and insights gained from the methodology will be discussed. © 2020 Wiley Periodicals, Inc.Motivated by a clinical prediction problem, a simulation study was performed to compare different approaches for building risk prediction models. Robust prediction models for hospital survival in patients with acute heart failure were to be derived from three highly correlated blood parameters measured up to four times, with predictive ability having explicit priority over interpretability. Me