arXiv subjects

Maarten van Smeden

Publications and source records attributed to Maarten van Smeden.

22 records · Page 2Linked to original sources

arXiv2019

On the variability of regression shrinkage methods for clinical prediction models: simulation study on predictive performance

When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction model and subsequently result in better predictive performance on average. In this simulation study, we aimed to investigate the variability of regression shrinkage on predictive performance for a binary outcome, with focus on the calibration slope. The slope indicates whether risk predictions are too extreme (slope < 1) or not extreme enough (slope > 1). We investigated the following shrinkage methods in comparison to standard maximum likelihood estimation: uniform shrinkage (likelihood-based and bootstrap-based), ridge regression, penalized maximum likelihood, LASSO regression, adaptive LASSO, non-negative garrote, and Firth's correction. There were three main findings. First, shrinkage improved calibration slopes on average. Second, the between-sample variability of calibration slopes was often increased relative to maximum likelihood. Among the shrinkage methods, the bootstrap-based uniform shrinkage worked well overall. In contrast to other shrinkage approaches, Firth's correction had only a small shrinkage effect but did so with low variability. Third, the correlation between the estimated shrinkage and the optimal shrinkage to remove overfitting was typically negative. Hence, although shrinkage improved predictions on average, it often worked poorly in individual datasets, in particular when shrinkage was most needed. The observed variability of shrinkage methods implies that these methods do not solve problems associated with small sample size or low number of events per variable.

stat.ME↗

arXiv2019

Impact of predictor measurement heterogeneity across settings on performance of prediction models: a measurement error perspective

It is widely acknowledged that the predictive performance of clinical prediction models should be studied in patients that were not part of the data in which the model was derived. Out-of-sample performance can be hampered when predictors are measured differently at derivation and external validation. This may occur, for instance, when predictors are measured using different measurement protocols or when tests are produced by different manufacturers. Although such heterogeneity in predictor measurement between deriviation and validation data is common, the impact on the out-of-sample performance is not well studied. Using analytical and simulation approaches, we examined out-of-sample performance of prediction models under various scenarios of heterogeneous predictor measurement. These scenarios were defined and clarified using an established taxonomy of measurement error models. The results of our simulations indicate that predictor measurement heterogeneity can induce miscalibration of prediction and affects discrimination and overall predictive accuracy, to extents that the prediction model may no longer be considered clinically useful. The measurement error taxonomy was found to be helpful in identifying and predicting effects of heterogeneous predictor measurements between settings of prediction model derivation and validation. Our work indicates that homogeneity of measurement strategies across settings is of paramount importance in prediction research.

stat.ME↗

arXiv2019

A weighting method for simultaneous adjustment for confounding and joint exposure-outcome misclassifications

Joint misclassification of exposure and outcome variables can lead to considerable bias in epidemiological studies of causal exposure-outcome effects. In this paper, we present a new maximum likelihood based estimator for the marginal causal odd-ratio that simultaneously adjusts for confounding and several forms of joint misclassification of the exposure and outcome variables. The proposed method relies on validation data for the construction of weights that account for both sources of bias. The weighting estimator, which is an extension of the exposure misclassification weighting estimator proposed by Gravel and Platt (Statistics in Medicine, 2018), is applied to reinfarction data. Simulation studies were carried out to study its finite sample properties and compare it with methods that do not account for confounding or misclassification. The new estimator showed favourable large sample properties in the simulations. Further research is needed to study the sensitivity of the proposed method and that of alternatives to violations of their assumptions. The implementation of the estimator is facilitated by a new R function in an existing R package.

stat.ME↗

arXiv2018

Propensity score estimation using classification and regression trees in the presence of missing covariate data

Data mining and machine learning techniques such as classification and regression trees (CART) represent a promising alternative to conventional logistic regression for propensity score estimation. Whereas incomplete data preclude the fitting of a logistic regression on all subjects, CART is appealing in part because some implementations allow for incomplete records to be incorporated in the tree fitting and provide propensity score estimates for all subjects. Based on theoretical considerations, we argue that the automatic handling of missing data by CART may however not be appropriate. Using a series of simulation experiments, we examined the performance of different approaches to handling missing covariate data; (i) applying the CART algorithm directly to the (partially) incomplete data, (ii) complete case analysis, and (iii) multiple imputation. Performance was assessed in terms of bias in estimating exposure-outcome effects \add{among the exposed}, standard error, mean squared error and coverage. Applying the CART algorithm directly to incomplete data resulted in bias, even in scenarios where data were missing completely at random. Overall, multiple imputation followed by CART resulted in the best performance. Our study showed that automatic handling of missing data in CART can cause serious bias and does not outperform multiple imputation as a means to account for missing data.

stat.ML↗