KLK3 and prostate cancer: Since in the IP1-PROSTAGRAM data there are few events of clinically significant cancer (N = 16/403), we have also used multiple imputation fitting a penalised logistic regression model (using the same steps 1–6 in the Methods section), with Firth’s correction, to predict prostate cancer status (D), from the results of the three screening tests (MRI, ultrasound and PSA) for those participants who underwent a biopsy (V = 1).