Simulation study on variable selection method for high-dimensional biomedical data / 西安交通大学学报(医学版)

ABSTRACT

【Objective】 To compare the performance of five commonly used variable selection methods in high-dimensional biomedical data variable screening so as to explore the effects of sample size and association among candidate variables on screening results and provide evidence for the development of variable selection strategy in high-dimensional biomedical data analysis. 【Methods】 Variable selection algorithms were implemented based on R-programming language. Monte Carlo method was used to simulate high-dimensional biomedical data under different conditions to evaluate and compare the performance of different variable selection methods. Variable selection performance was evaluated based on the true positive rate and true negative rate in screening. 【Results】 For specified high-dimensional data, the variable selection performance was improved for all the methods when sample size was increased, and the association between candidate variables did affect variable screening results. Simulation results indicated that the elastic network algorithm yielded the best screening performance, LASSO algorithm took the second place, and ridge algorithm did not work at all. 【Conclusion】 Elastic network algorithm is an ideal variable screening method for high-dimensional data variable screening.