Variable selection in ROC regression
Summary: Regression models are introduced into the receiver operating characteristic (ROC) analysis to accommodate effects of covariates, such as genes. If many covariates are available, the variable selection issue arises. The traditional induced methodology separately models outcomes of diseased and nondiseased groups; thus, separate application of variable selections to two models will bring barriers in interpretation, due to differences in selected models. Furthermore, in the ROC regression, the accuracy of area under the curve (AUC) should be the focus instead of aiming at the consistency of model selection or the good prediction performance. In this paper, we obtain one single objective function with the group SCAD to select grouped variables, which adapts to popular criteria of model selection, and propose a two-stage framework to apply the focused information criterion (FIC). Some asymptotic properties of the proposed methods are derived. Simulation studies show that the grouped variable selection is superior to separate model selections. Furthermore, the FIC improves the accuracy of the estimated AUC compared with other criteria.
- Variable selection in ROC curve analysis with focused information criteria
- Model selection based on FDR-thresholding optimizing the area under the ROC-curve
- Prediction-based structured variable selection through the receiver operating characteristic curves
- Regularized (bridge) logistic regression for variable selection based on ROC criterion
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Comparative study of ROC regression techniques -- applications for the computer-aided diagnostic system in breast cancer detection
- Estimating the dimension of a model
- Frequentist Model Average Estimators
- Heuristics of instability and stabilization in model selection
- Model Selection and Estimation in Regression with Grouped Variables
- Regularization parameter selections via generalized information criterion
- Semiparametric Regression for the Area Under the Receiver Operating Characteristic Curve
- Shrinkage tuning parameter selection with a diverging number of parameters
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Adaptive Lasso and Its Oracle Properties
- The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
- The Focused Information Criterion
- Three Approaches to Regression Analysis of Receiver Operating Characteristic Curves for Continuous Test Results
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve
- Variable selection in ROC curve analysis with focused information criteria
- Model selection based on FDR-thresholding optimizing the area under the ROC-curve
- Prediction-based structured variable selection through the receiver operating characteristic curves
- Grouped variable selection using area under the ROC with imbalanced data
- Regularized (bridge) logistic regression for variable selection based on ROC criterion
- On the RODEO Method for Variable Selection
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