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Prediction-Based Structured Variable Selection through the Receiver Operating Characteristic Curves

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  • Yuanjia Wang
  • Huaihou Chen
  • Runze Li
  • Naihua Duan
  • Roberto Lewis-Fernández

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  • Yuanjia Wang & Huaihou Chen & Runze Li & Naihua Duan & Roberto Lewis-Fernández, 2011. "Prediction-Based Structured Variable Selection through the Receiver Operating Characteristic Curves," Biometrics, The International Biometric Society, vol. 67(3), pages 896-905, September.
    • Handle: RePEc:bla:biomet:v:67:y:2011:i:3:p:896-905
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2010.01533.x
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    References listed on IDEAS

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    1. William M. Briggs & Russell Zaretzki, 2008. "The Skill Plot: A Graphical Technique for Evaluating Continuous Diagnostic Tests," Biometrics, The International Biometric Society, vol. 64(1), pages 250-256, March.
    2. Patrick J. Heagerty & Yingye Zheng, 2005. "Survival Model Predictive Accuracy and ROC Curves," Biometrics, The International Biometric Society, vol. 61(1), pages 92-105, March.
    3. Margaret Sullivan Pepe & Tianxi Cai & Gary Longton, 2006. "Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve," Biometrics, The International Biometric Society, vol. 62(1), pages 221-229, March.
    4. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
    5. Jian Huang & Shuange Ma & Huiliang Xie & Cun-Hui Zhang, 2009. "A group bridge approach for variable selection," Biometrika, Biometrika Trust, vol. 96(2), pages 339-355.
    6. S. Wang & B. Nan & N. Zhu & J. Zhu, 2009. "Hierarchically penalized Cox regression with grouped variables," Biometrika, Biometrika Trust, vol. 96(2), pages 307-322.
    7. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    8. Shuangge Ma & Jian Huang, 2007. "Combining Multiple Markers for Classification Using ROC," Biometrics, The International Biometric Society, vol. 63(3), pages 751-757, September.
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    Cited by:

    1. Schmid Matthias & Hothorn Torsten & Krause Friedemann & Rabe Christina, 2012. "A PAUC-based Estimation Technique for Disease Classification and Biomarker Selection," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(5), pages 1-26, October.
    2. Pablo Gonzalez Ginestet & Ales Kotalik & David M. Vock & Julian Wolfson & Erin E. Gabriel, 2021. "Stacked inverse probability of censoring weighted bagging: A case study in the InfCareHIV Register," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 51-65, January.

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