Selection Operator (selection + operator)

Distribution by Scientific Domains


Selected Abstracts


ESTIMATION, PREDICTION AND INFERENCE FOR THE LASSO RANDOM EFFECTS MODEL

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, Issue 1 2009
Scott D. Foster
Summary The least absolute shrinkage and selection operator (LASSO) can be formulated as a random effects model with an associated variance parameter that can be estimated with other components of variance. In this paper, estimation of the variance parameters is performed by means of an approximation to the marginal likelihood of the observed outcomes. The approximation is based on an alternative but equivalent formulation of the LASSO random effects model. Predictions can be made using point summaries of the predictive distribution of the random effects given the data with the parameters set to their estimated values. The standard LASSO method uses the mode of this distribution as the predictor. It is not the only choice, and a number of other possibilities are defined and empirically assessed in this article. The predictive mode is competitive with the predictive mean (best predictor), but no single predictor performs best across in all situations. Inference for the LASSO random effects is performed using predictive probability statements, which are more appropriate under the random effects formulation than tests of hypothesis. [source]


Variable Selection in the Cox Regression Model with Covariates Missing at Random

BIOMETRICS, Issue 1 2010
Ramon I. Garcia
Summary We consider variable selection in the Cox regression model (Cox, 1975,,Biometrika,362, 269,276) with covariates missing at random. We investigate the smoothly clipped absolute deviation penalty and adaptive least absolute shrinkage and selection operator (LASSO) penalty, and propose a unified model selection and estimation procedure. A computationally attractive algorithm is developed, which simultaneously optimizes the penalized likelihood function and penalty parameters. We also optimize a model selection criterion, called the,ICQ,statistic (Ibrahim, Zhu, and Tang, 2008,,Journal of the American Statistical Association,103, 1648,1658), to estimate the penalty parameters and show that it consistently selects all important covariates. Simulations are performed to evaluate the finite sample performance of the penalty estimates. Also, two lung cancer data sets are analyzed to demonstrate the proposed methodology. [source]


Regularized Estimation for the Accelerated Failure Time Model

BIOMETRICS, Issue 2 2009
T. Cai
Summary In the presence of high-dimensional predictors, it is challenging to develop reliable regression models that can be used to accurately predict future outcomes. Further complications arise when the outcome of interest is an event time, which is often not fully observed due to censoring. In this article, we develop robust prediction models for event time outcomes by regularizing the Gehan's estimator for the accelerated failure time (AFT) model (Tsiatis, 1996, Annals of Statistics18, 305,328) with least absolute shrinkage and selection operator (LASSO) penalty. Unlike existing methods based on the inverse probability weighting and the Buckley and James estimator (Buckley and James, 1979, Biometrika66, 429,436), the proposed approach does not require additional assumptions about the censoring and always yields a solution that is convergent. Furthermore, the proposed estimator leads to a stable regression model for prediction even if the AFT model fails to hold. To facilitate the adaptive selection of the tuning parameter, we detail an efficient numerical algorithm for obtaining the entire regularization path. The proposed procedures are applied to a breast cancer dataset to derive a reliable regression model for predicting patient survival based on a set of clinical prognostic factors and gene signatures. Finite sample performances of the procedures are evaluated through a simulation study. [source]


An Empirical Bayes Method for Estimating Epistatic Effects of Quantitative Trait Loci

BIOMETRICS, Issue 2 2007
Shizhong Xu
Summary The genetic variance of a quantitative trait is often controlled by the segregation of multiple interacting loci. Linear model regression analysis is usually applied to estimating and testing effects of these quantitative trait loci (QTL). Including all the main effects and the effects of interaction (epistatic effects), the dimension of the linear model can be extremely high. Variable selection via stepwise regression or stochastic search variable selection (SSVS) is the common procedure for epistatic effect QTL analysis. These methods are computationally intensive, yet they may not be optimal. The LASSO (least absolute shrinkage and selection operator) method is computationally more efficient than the above methods. As a result, it has been widely used in regression analysis for large models. However, LASSO has never been applied to genetic mapping for epistatic QTL, where the number of model effects is typically many times larger than the sample size. In this study, we developed an empirical Bayes method (E-BAYES) to map epistatic QTL under the mixed model framework. We also tested the feasibility of using LASSO to estimate epistatic effects, examined the fully Bayesian SSVS, and reevaluated the penalized likelihood (PENAL) methods in mapping epistatic QTL. Simulation studies showed that all the above methods performed satisfactorily well. However, E-BAYES appears to outperform all other methods in terms of minimizing the mean-squared error (MSE) with relatively short computing time. Application of the new method to real data was demonstrated using a barley dataset. [source]