2014
DOI: 10.1111/bcp.12451
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Covariate selection in pharmacometric analyses: a review of methods

Abstract: Covariate selection is an activity routinely performed during pharmacometric analysis. Many are familiar with the stepwise procedures, but perhaps not as many are familiar with some of the issues associated with such methods. Recently, attention has focused on selection procedures that do not suffer from these issues and maintain good predictive properties. In this review, we endeavour to put the main variable selection procedures into a framework that facilitates comparison. We highlight some issues that are … Show more

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Cited by 65 publications
(81 citation statements)
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“…All LASSO models were fit using the glmnet v2.0-5 and hdnom v4.6 packages (cv.glmnet and hdcox.lasso functions) (Friedman et al, 2010; Xiao et al, 2016). For comparison, we also used a stepwise selection algorithm for model selection (stepAIC function in the R MASS package); stepwise model selection, while widely used, has poor predictive performance compared to modern approaches like LASSO penalized regression (Hutmacher and Kowalski, 2015; Walter and Tiemeier, 2009). We selected the LASSO-penalized Cox model that resulted in minimal prediction error, using Leave-One-Out Cross-Validation (LOOCV), and assessed the stability of the results by bootstrap analysis (n=1000 times).…”
Section: Star Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…All LASSO models were fit using the glmnet v2.0-5 and hdnom v4.6 packages (cv.glmnet and hdcox.lasso functions) (Friedman et al, 2010; Xiao et al, 2016). For comparison, we also used a stepwise selection algorithm for model selection (stepAIC function in the R MASS package); stepwise model selection, while widely used, has poor predictive performance compared to modern approaches like LASSO penalized regression (Hutmacher and Kowalski, 2015; Walter and Tiemeier, 2009). We selected the LASSO-penalized Cox model that resulted in minimal prediction error, using Leave-One-Out Cross-Validation (LOOCV), and assessed the stability of the results by bootstrap analysis (n=1000 times).…”
Section: Star Methodsmentioning
confidence: 99%
“…We removed 7 with many missing cases, leaving 13 for multivariate Cox regression analysis (Figure S7A). Results of nine candidate penalized methods were approximately equivalent (Figure S7B), we chose LASSO regression (Hutmacher and Kowalski, 2015; Walter and Tiemeier, 2009) to fit a multivariate model. For mRNA, lncRNA, miRNA and MSig subtypes, we set the best-survival subtype as the reference variable.…”
Section: Univariate and Multivariate Survivalmentioning
confidence: 99%
“…For continuous variables such as estimated glomerular filtration rate (eGFR), age, weight, and body mass index (BMI), subject variables were centered at medians. Then, linear, natural log, and power models were evaluated [46]. The covariates were assessed by likelihood ratio test (LRT), with a forward selection at α = 0.01 (OFV decreased by 6.64), then a backward elimination at α = 0.001 (OFV increased by 10.8).…”
Section: Methodsmentioning
confidence: 99%
“…However, this would also increase the number of preselected false positives, thereby increasing computational time. It is also important to note that the use of preselection techniques does not reduce the importance of considering the scientific plausibility of the tested covariate relationships a priori, as this remains crucial to limit the amount of spurious covariates included (6,17).…”
Section: Discussionmentioning
confidence: 99%
“…Whether or not the inclusion of a particular covariate significantly improves the RTTE model is commonly tested with the likelihood ratio test (LRT), which tests the difference in likelihood of a model with and without inclusion of a covariate relationship for statistical significance (5,6). However, the performance of LRT as a method for covariate selection in RTTE models has only been evaluated for binary covariates (2).…”
Section: Introductionmentioning
confidence: 99%