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Validation of prediction models based on lasso regression with multiply imputed data


Musoro, Jammbe Z; Zwinderman, Aeilko H; Puhan, Milo A; ter Riet, Gerben; Geskus, Ronald B (2014). Validation of prediction models based on lasso regression with multiply imputed data. BMC Medical Research Methodology, 14:116.

Abstract

BACKGROUND: In prognostic studies, the lasso technique is attractive since it improves the quality of predictions by shrinking regression coefficients, compared to predictions based on a model fitted via unpenalized maximum likelihood. Since some coefficients are set to zero, parsimony is achieved as well. It is unclear whether the performance of a model fitted using the lasso still shows some optimism. Bootstrap methods have been advocated to quantify optimism and generalize model performance to new subjects. It is unclear how resampling should be performed in the presence of multiply imputed data. METHOD: The data were based on a cohort of Chronic Obstructive Pulmonary Disease patients. We constructed models to predict Chronic Respiratory Questionnaire dyspnea 6 months ahead. Optimism of the lasso model was investigated by comparing 4 approaches of handling multiply imputed data in the bootstrap procedure, using the study data and simulated data sets. In the first 3 approaches, data sets that had been completed via multiple imputation (MI) were resampled, while the fourth approach resampled the incomplete data set and then performed MI. RESULTS: The discriminative model performance of the lasso was optimistic. There was suboptimal calibration due to over-shrinkage. The estimate of optimism was sensitive to the choice of handling imputed data in the bootstrap resampling procedure. Resampling the completed data sets underestimates optimism, especially if, within a bootstrap step, selected individuals differ over the imputed data sets. Incorporating the MI procedure in the validation yields estimates of optimism that are closer to the true value, albeit slightly too larger. CONCLUSION: Performance of prognostic models constructed using the lasso technique can be optimistic as well. Results of the internal validation are sensitive to how bootstrap resampling is performed.

Abstract

BACKGROUND: In prognostic studies, the lasso technique is attractive since it improves the quality of predictions by shrinking regression coefficients, compared to predictions based on a model fitted via unpenalized maximum likelihood. Since some coefficients are set to zero, parsimony is achieved as well. It is unclear whether the performance of a model fitted using the lasso still shows some optimism. Bootstrap methods have been advocated to quantify optimism and generalize model performance to new subjects. It is unclear how resampling should be performed in the presence of multiply imputed data. METHOD: The data were based on a cohort of Chronic Obstructive Pulmonary Disease patients. We constructed models to predict Chronic Respiratory Questionnaire dyspnea 6 months ahead. Optimism of the lasso model was investigated by comparing 4 approaches of handling multiply imputed data in the bootstrap procedure, using the study data and simulated data sets. In the first 3 approaches, data sets that had been completed via multiple imputation (MI) were resampled, while the fourth approach resampled the incomplete data set and then performed MI. RESULTS: The discriminative model performance of the lasso was optimistic. There was suboptimal calibration due to over-shrinkage. The estimate of optimism was sensitive to the choice of handling imputed data in the bootstrap resampling procedure. Resampling the completed data sets underestimates optimism, especially if, within a bootstrap step, selected individuals differ over the imputed data sets. Incorporating the MI procedure in the validation yields estimates of optimism that are closer to the true value, albeit slightly too larger. CONCLUSION: Performance of prognostic models constructed using the lasso technique can be optimistic as well. Results of the internal validation are sensitive to how bootstrap resampling is performed.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:04 Faculty of Medicine > Epidemiology, Biostatistics and Prevention Institute (EBPI)
Dewey Decimal Classification:610 Medicine & health
Language:English
Date:2014
Deposited On:05 Feb 2015 14:51
Last Modified:31 Oct 2016 15:49
Publisher:BioMed Central
ISSN:1471-2288
Free access at:Publisher DOI. An embargo period may apply.
Publisher DOI:https://doi.org/10.1186/1471-2288-14-116
PubMed ID:25323009

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