A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures.

A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures.
复制标题

DOI:
10.1080/03610918.2016.1230216
复制
发表时间:
2017
期刊:
Communications in statistics: Simulation and computation
影响因子:
--
通讯作者:
Elashoff DA
Elashoff DA
中科院分区:
其他
文献类型:
--
作者:
Grogan TR;Elashoff DA

文献摘要

参考文献

被引文献

相似文献

分类模型即使在预测因子和响应之间没有潜在关系的情况下也能显示出明显的预测准确性。变量选择过程可能导致假阳性变量选择和对真实模型性能的高估。在不同的总样本量(20、50、100、200)和随机噪声预测变量数量(3、5、10、15、20、50)下,采用logistic回归、前向逐步回归、最佳子集和LASSO变量选择方法进行模拟研究。使用我们的临界值可以帮助减少对与结果没有真正关联的变量的不必要的跟踪。
Classification models can demonstrate apparent prediction accuracy even when there is no underlying relationship between the predictors and the response. Variable selection procedures can lead to false positive variable selections and overestimation of true model performance. A simulation study was conducted using logistic regression with forward stepwise, best subsets, and LASSO variable selection methods with varying total sample sizes (20, 50, 100, 200) and numbers of random noise predictor variables (3, 5, 10, 15, 20, 50). Using our critical values can help reduce needless follow-up on variables having no true association with the outcome.
DOI: 10.1186/1471-2288-13-98
发表时间: 2013-07-29
影响因子: 4
作者:
Chen W;Samuelson FW;Gallas BD;Kang L;Sahiner B;Petrick N
通讯作者: Petrick N
尿代谢生物标志物将氧化应激指标与中国汉族人群中一般砷暴露与男性不育联系起来
DOI: 10.1021/es402025n
发表时间: 2013-08-06
影响因子: 11.4
作者:
Shen, Heqing;Xu, Weipan;Zhu, Yong-Guan
通讯作者: Zhu, Yong-Guan
DOI: 10.1016/j.arth.2010.06.007
发表时间: 2011-08-01
影响因子: 3.5
作者:
Gandhi, Rajiv;Smith, Holly N.;Bhandari, Mohit
通讯作者: Bhandari, Mohit
DOI: 10.1111/1440-1681.12422
发表时间: 2015-07-01
影响因子: 2.9
作者:
Marozzi, Marco
通讯作者: Marozzi, Marco
DOI: 10.1109/tac.1974.1100705
发表时间: 1974-01-01
影响因子: 6.8
作者:
AKAIKE, H
通讯作者: AKAIKE, H