Variable Selection and Allocation in Joint Models via Gradient Boosting Techniques

Colin Griesbach (), Andreas Mayr and Elisabeth Bergherr
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Colin Griesbach: Chair of Spatial Data Science and Statistical Learning, Georg-August-Universität Göttingen, 37073 Göttingen, Germany
Andreas Mayr: Department of Medical Biometrics, Informatics and Epidemiology, University Hospital Bonn, 53127 Bonn, Germany
Elisabeth Bergherr: Chair of Spatial Data Science and Statistical Learning, Georg-August-Universität Göttingen, 37073 Göttingen, Germany

Mathematics, 2023, vol. 11, issue 2, 1-16

Abstract: Modeling longitudinal data (e.g., biomarkers) and the risk for events separately leads to a loss of information and bias, even though the underlying processes are related to each other. Hence, the popularity of joint models for longitudinal and time-to-event-data has grown rapidly in the last few decades. However, it is quite a practical challenge to specify which part of a joint model the single covariates should be assigned to as this decision usually has to be made based on background knowledge. In this work, we combined recent developments from the field of gradient boosting for distributional regression in order to construct an allocation routine allowing researchers to automatically assign covariates to the single sub-predictors of a joint model. The procedure provides several well-known advantages of model-based statistical learning tools, as well as a fast-performing allocation mechanism for joint models, which is illustrated via empirical results from a simulation study and a biomedical application.

Keywords: joint modeling; time-to-event analysis; gradient boosting; statistical learning; variable selection (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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