LASSO type penalized spline regression for binary data

BMC Medical Research Methodology

James A. Hanley¹  Muhammad Abu Shadeque Mullah¹  Andrea Benedetti² 

[1] Department of Epidemiology, Biostatistics and Occupational Health, McGill University, Montreal, Canada;Department of Epidemiology, Biostatistics and Occupational Health, McGill University, Montreal, Canada;Department of Medicine, McGill University, and Respiratory Epidemiology & Clinical Research Unit, Montreal Chest Institute, McGill University Health Centre, Montreal, Canada;

关键词: Penalized splines;    Generalized linear mixed models;    Ridge regression;    Least absolute shrinkage and selection operator (LASSO);    Markov chain Monte Carlo;   

DOI  :  10.1186/s12874-021-01234-9

来源: Springer

【 摘 要 】

BackgroundGeneralized linear mixed models (GLMMs), typically used for analyzing correlated data, can also be used for smoothing by considering the knot coefficients from a regression spline as random effects. The resulting models are called semiparametric mixed models (SPMMs). Allowing the random knot coefficients to follow a normal distribution with mean zero and a constant variance is equivalent to using a penalized spline with a ridge regression type penalty. We introduce the least absolute shrinkage and selection operator (LASSO) type penalty in the SPMM setting by considering the coefficients at the knots to follow a Laplace double exponential distribution with mean zero.MethodsWe adopt a Bayesian approach and use the Markov Chain Monte Carlo (MCMC) algorithm for model fitting. Through simulations, we compare the performance of curve fitting in a SPMM using a LASSO type penalty to that of using ridge penalty for binary data. We apply the proposed method to obtain smooth curves from data on the relationship between the amount of pack years of smoking and the risk of developing chronic obstructive pulmonary disease (COPD).ResultsThe LASSO penalty performs as well as ridge penalty for simple shapes of association and outperforms the ridge penalty when the shape of association is complex or linear.ConclusionWe demonstrated that LASSO penalty captured complex dose-response association better than the Ridge penalty in a SPMM.

【 授权许可】

CC BY