A comparison of penalised regression methods for informing the selection of predictive markers
Christopher J Greenwood, George J Youssef, Primrose Letcher, Jacqui A Macdonald, Lauryn J Hagg, Ann Sanson, Jenn Mcintosh, Delyse M Hutchinson, John W Toumbourou, Matthew Fuller-Tyszkiewicz, Craig A Olsson
PLoS One | PUBLIC LIBRARY SCIENCE | Published : 2020
BACKGROUND: Penalised regression methods are a useful atheoretical approach for both developing predictive models and selecting key indicators within an often substantially larger pool of available indicators. In comparison to traditional methods, penalised regression models improve prediction in new data by shrinking the size of coefficients and retaining those with coefficients greater than zero. However, the performance and selection of indicators depends on the specific algorithm implemented. The purpose of this study was to examine the predictive performance and feature (i.e., indicator) selection capability of common penalised logistic regression methods (LASSO, adaptive LASSO, and ela..View full abstract
Awarded by Australian Research Council
Awarded by National Health and Medical Research Council of Australia
Awarded by National Health and Medical Research Council fellowship
Data collection for the ATP study was supported primarily through Australian grants from the Melbourne Royal Children's Hospital Research Foundation, National Health and Medical Research Council, Australian Research Council, and the Australian Institute of Family Studies. Funding for this work was supported by grants from the Australian Research Council [DP130101459; DP160103160; DP180102447] and the National Health and Medical Research Council of Australia [APP1082406]. Olsson, C.A. was supported by a National Health and Medical Research Council fellowship (Investigator grant APP1175086). Hutchinson, D.M. was supported by the National Health and Medical Research Council of Australia [APP1197488].The ATP study is located at The Royal Children's Hospital Melbourne and is a collaboration between Deakin University, The University of Melbourne, the Australian Institute of Family Studies, The University of New South Wales, The University of Otago (New Zealand), and the Royal Children's Hospital (further information available at www.aifs.gov.au/atp).The views expressed in this paper are those of the authors and may not reflect those of their organizational affiliations, nor of other collaborating individuals or organizations. We acknowledge all collaborators who have contributed to the ATP, especially Professors Ann Sanson, Margot Prior, Frank Oberklaid, John Toumbourou and Ms Diana Smart. We would also like to sincerely thank the participating families for their time and invaluable contribution to the study.