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BAYESIAN SHRINKAGE METHODS FOR PARTIALLY OBSERVED DATA WITH MANY PREDICTORS.


ABSTRACT: Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome Y to a large number of covariates X , eg measurements from current, state-of-the-art technology. For most of the samples, only the outcome Y and surrogate covariates, W , are available. These surrogates may be data from prior studies using older technologies. Owing to the dimension of the problem and the large fraction of missing information, a critical issue is appropriate shrinkage of model parameters for an optimal bias-variance tradeoff. We discuss a variety of fully Bayesian and Empirical Bayes algorithms which account for uncertainty in the missing data and adaptively shrink parameter estimates for superior prediction. These methods are evaluated via a comprehensive simulation study. In addition, we apply our methods to a lung cancer dataset, predicting survival time (Y) using qRT-PCR ( X ) and microarray ( W ) measurements.

SUBMITTER: Boonstra PS 

PROVIDER: S-EPMC3891514 | biostudies-literature | 2013 Dec

REPOSITORIES: biostudies-literature

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BAYESIAN SHRINKAGE METHODS FOR PARTIALLY OBSERVED DATA WITH MANY PREDICTORS.

Boonstra Philip S PS   Mukherjee Bhramar B   Taylor Jeremy Mg JM  

The annals of applied statistics 20131201 4


Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome <i>Y</i> to a large number of covariates <b><i>X</i></b> , eg measurements from current, state-of-the-art technology. For most of the samples, only the outcome <i>Y</i> and surrogate covariates, <b><i>W</i></b> , are available. These surrogates may be data from prior studies using older technologies. Owing to the dimension of  ...[more]

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