Dataset Information

Assessing Tuning Parameter Selection Variability in Penalized Regression.

ABSTRACT: Penalized regression methods that perform simultaneous model selection and estimation are ubiquitous in statistical modeling. The use of such methods is often unavoidable as manual inspection of all possible models quickly becomes intractable when there are more than a handful of predictors. However, automated methods usually fail to incorporate domain-knowledge, exploratory analyses, or other factors that might guide a more interactive model-building approach. A hybrid approach is to use penalized regression to identify a set of candidate models and then to use interactive model-building to examine this candidate set more closely. To identify a set of candidate models, we derive point and interval estimators of the probability that each model along a solution path will minimize a given model selection criterion, for example, Akaike information criterion, Bayesian information criterion (AIC, BIC), etc., conditional on the observed solution path. Then models with a high probability of selection are considered for further examination. Thus, the proposed methodology attempts to strike a balance between algorithmic modeling approaches that are computationally efficient but fail to incorporate expert knowledge, and interactive modeling approaches that are labor intensive but informed by experience, intuition, and domain knowledge. Supplementary materials for this article are available online.

SUBMITTER: Hu W

PROVIDER: S-EPMC6750234 | biostudies-literature | 2019

REPOSITORIES: biostudies-literature

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Assessing Tuning Parameter Selection Variability in Penalized Regression.

Hu Wenhao W Laber Eric B EB Barker Clay C Stefanski Leonard A LA

Technometrics : a journal of statistics for the physical, chemical, and engineering sciences 20181031 2

Penalized regression methods that perform simultaneous model selection and estimation are ubiquitous in statistical modeling. The use of such methods is often unavoidable as manual inspection of all possible models quickly becomes intractable when there are more than a handful of predictors. However, automated methods usually fail to incorporate domain-knowledge, exploratory analyses, or other factors that might guide a more interactive model-building approach. A hybrid approach is to use penali ...[more]

PMID: 31534281

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Project description:BackgroundEnvironmental Enteropathy (EE) is a subclinical condition caused by constant fecal-oral contamination and resulting in blunting of intestinal villi and intestinal inflammation. Of primary interest in the clinical research is to evaluate the association between non-invasive EE biomarkers and malnutrition in a cohort of Bangladeshi children. The challenges are that the number of biomarkers/covariates is relatively large, and some of them are highly correlated.MethodsMany variable selection methods are available in the literature, but which are most appropriate for EE biomarker selection remains unclear. In this study, different variable selection approaches were applied and the performance of these methods was assessed numerically through simulation studies, assuming the correlations among covariates were similar to those in the Bangladesh cohort. The suggested methods from simulations were applied to the Bangladesh cohort to select the most relevant biomarkers for the growth response, and bootstrapping methods were used to evaluate the consistency of selection results.ResultsThrough simulation studies, SCAD (Smoothly Clipped Absolute Deviation), Adaptive LASSO (Least Absolute Shrinkage and Selection Operator) and MCP (Minimax Concave Penalty) are the suggested variable selection methods, compared to traditional stepwise regression method. In the Bangladesh data, predictors such as mother weight, height-for-age z-score (HAZ) at week 18, and inflammation markers (Myeloperoxidase (MPO) at week 12 and soluable CD14 at week 18) are informative biomarkers associated with children's growth.ConclusionsPenalized linear regression methods are plausible alternatives to traditional variable selection methods, and the suggested methods are applicable to other biomedical studies. The selected early-stage biomarkers offer a potential explanation for the burden of malnutrition problems in low-income countries, allow early identification of infants at risk, and suggest pathways for intervention.Trial registrationThis study was retrospectively registered with ClinicalTrials.gov, number NCT01375647, on June 3, 2011.

Dataset Information

Assessing Tuning Parameter Selection Variability in Penalized Regression.

Publications

Assessing Tuning Parameter Selection Variability in Penalized Regression.

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