Clinical prediction models play a crucial role in advancing personalized care for mental health disorders, providing essential insights for diagnosis, prognosis and intervention planning. This work examines the current methodological approaches used to develop such models, emphasizing their application to mental health problems, including depression. To illustrate these concepts, we used data on prenatal depression from a multinational observational study of 5,372 pregnant women. The goal is to develop an individual prognostic model for depressive symptoms that can be used already at the beginning of pregnancy. Our analysis explores variable selection strategies, validation methodologies and the integration of clinical expertise with data-driven approaches. Particular attention is given to addressing challenges such as population heterogeneity, overfitting and the importance of external validation for generalizability across diverse settings. We distinguish between statistical regression models and machine learning techniques, discussing their respective strengths and limitations in terms of interpretability, predictive accuracy and clinical usability. This work offers practical guidance for researchers and clinicians, focusing on the critical steps for model development and implementation. We highlight best practices to avoid common pitfalls, advocate for interdisciplinary collaboration and address challenges of integrating advanced statistical and machine learning tools into clinical practice. By providing practical guidance and addressing these issues, our aim is to support the development of robust and clinically relevant prediction models.
Costa et al. (2026) studied this question.