 Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional SettingsJulia Gilhodes,
Florence Dalenc,
Jocelyn Gal,
Christophe Zemmour,
Eve Leconte,
Jean Marie Boher and
Thomas Filleron ()
Post-Print from HAL 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 improved with a higher training sample size. In a very high-dimensional setting, we recommend the LASSO-pcvl method since it outperforms other methods by reducing the number of selected genes and minimizing FDR in most scenarios. Nevertheless, this method still gives a high rate of false positives. Further work is thus necessary to propose new methods to overcome this issue where numerous predictors are present. Pluridisciplinary discussion between clinicians and statisticians is necessary to ensure both statistical and biological relevance of the predictors included in molecular signatures. Date: 2020-07 Published in Computational and Mathematical Methods in Medicine, 2020, 2020, pp.6795392. ⟨10.1155/2020/6795392⟩ Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02934793 DOI: 10.1155/2020/6795392 Access Statistics for this paper More papers in Post-Print from HAL |
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