Stability selection for Lasso, ridge and elastic net implemented with AFT models

DOI10.1515/SAGMB-2017-0001zbMATH Open1445.92142arXiv1604.07311OpenAlexW2978964870WikidataQ90510279 ScholiaQ90510279MaRDI QIDQ2195264FDOQ2195264

Authors: Md Hasinur Rahaman Khan, Anamika Bhadra, Tamanna Howlader 

Publication date: 8 September 2020

Published in: Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)

Abstract: The instability in the selection of models is a major concern with data sets containing a large number of covariates. We focus on stability selection which is used as a technique to improve variable selection performance for a range of selection methods, based on aggregating the results of applying a selection procedure to sub-samples of the data where the observations are subject to right censoring. The accelerated failure time (AFT) models have proved useful in many contexts including the heavy censoring (as for example in cancer survival) and the high dimensionality (as for example in micro-array data). We implement the stability selection approach using three variable selection techniques--Lasso, ridge regression, and elastic net applied to censored data using AFT models. We compare the performances of these regularized techniques with and without stability selection approaches with simulation studies and a breast cancer data analysis. The results suggest that stability selection gives always stable scenario about the selection of variables and that as the dimension of data increases the performance of methods with stability selection also improves compared to methods without stability selection irrespective of the collinearity between the covariates.

Full work available at URL: https://arxiv.org/abs/1604.07311

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zbMATH Keywords

ridgeLassoelastic netstability selectionAFT model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (5)

• Variable selection for survival data with a class of adaptive elastic net techniques
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
• A comparative study of in vitro dose-response estimation under extreme observations
• Variable selection for censored data using modified correlation adjusted correlation (MCAR) scores
• Extensions of stability selection using subsamples of observations and covariates

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