Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings.

Computational and Mathematical Methods in Medicine
Julia GilhodesThomas Filleron

Abstract

Over the last decades, molecular signatures have become increasingly important in oncology and are opening up a new area of personalized medicine. Nevertheless, biological relevance and statistical tools necessary for the development of these signatures have been called into question in the literature. Here, we investigate six typical selection methods for high-dimensional settings and survival endpoints, including LASSO and some of its extensions, component-wise boosting, and random survival forests (RSF). A resampling algorithm based on data splitting was used on nine high-dimensional simulated datasets to assess selection stability on training sets and the intersection between selection methods. Prognostic performances were evaluated on respective validation sets. Finally, one application on a real breast cancer dataset has been proposed. The false discovery rate (FDR) was high for each selection method, and the intersection between lists of predictors was very poor. RSF selects many more variables than the other methods and thus becomes less efficient on validation sets. Due to the complex correlation structure in genomic data, stability in the selection procedure is generally poor for selected predictors, but can be improv...Continue Reading

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Software Mentioned

R randomForestSRC
pcvl
LASSO
CoxBoost
Elastic Net
Elastic
BSS Enet
Enet
biospear
BSS

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