2020
DOI: 10.18637/jss.v094.i04
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BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models

Abstract: We introduce a new R package, BeSS, for solving the best subset selection problem in linear, logistic and Cox's proportional hazard (CoxPH) models. It utilizes a highly efficient active set algorithm based on primal and dual variables, and supports sequential and golden search strategies for best subset selection. We provide a C++ implementation of the algorithm using an Rcpp interface. We demonstrate through numerical experiments based on enormous simulation and real datasets that the new BeSS package has com… Show more

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Cited by 31 publications
(31 citation statements)
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“…To determine the relevant predictor variables and avoid overfitting in the model, we chose the best model with the fewest variables while maintaining the prediction accuracy by using the best subset selection method with the Akaike information criterion (AIC) Akaike 19 . The final multivariable logistic regression model was established by the AIC best subset selection approach 20 . We report adjusted ORs (aORs) with 95% CIs for each predictor variable.…”
Section: Methodsmentioning
confidence: 99%
“…To determine the relevant predictor variables and avoid overfitting in the model, we chose the best model with the fewest variables while maintaining the prediction accuracy by using the best subset selection method with the Akaike information criterion (AIC) Akaike 19 . The final multivariable logistic regression model was established by the AIC best subset selection approach 20 . We report adjusted ORs (aORs) with 95% CIs for each predictor variable.…”
Section: Methodsmentioning
confidence: 99%
“…All the analysis was performed using R software [ 20 ], particularly, the “MASS” [ 25 ], “BeSS” [ 26 ], and “glmnet” [ 27 ] packages for the forward and backward stepwise variable selection, best subset selection, and lasso regression, respectively. Furthermore “car” [ 28 ] was used for multicollinearity testing; “survival” [ 29 ] for the Kaplan-Meier curves, Cox model, extended Cox model, and proportional hazards testing; “survminer” [ 30 ] for the plotting of survival curves; “nlme” [ 31 ] for fitting the linear mixed-effects models; and “JM” [ 18 ] and “Jmbayes” [ 19 ] for fitting the joint models.…”
Section: Methodsmentioning
confidence: 99%
“…Signature. We used "BeSS" R package utilizing the primaldual active set-based approach to select variables for the multicell type model [42]. Significantly, to minimize the risk of model overfitting, the maximum number of predictors was limited to 3 variables.…”
Section: Creation and Validation Of Prognostic Immune Cellmentioning
confidence: 99%