Go beyond the limits of genetic algorithm in daily covariate selection practice

Covariate identification is an important step in the development of a population pharmacokinetic/pharmacodynamic model. Among the different available approaches, the stepwise covariate model (SCM) is the most used. However, SCM is based on a local search strategy, in which the model-building process iteratively tests the addition or elimination of a single covariate at a time given all the others. This introduces a heuristic to limit the searching space and then the computational complexity, but, at the same time, can lead to a suboptimal solution. The application of genetic algorithms (GAs) for covariate selection has been proposed as a possible solution to overcome these limitations. However, their actual use during model building is limited by the extremely high computational costs and convergence issues, both related to the number of models being tested. In this paper, we proposed a new GA for covariate selection to address these challenges. The GA was first developed on a simulated case study where the heuristics introduced to overcome the limitations affecting currently available GA approaches resulted able to limit the selection of redundant covariates, increase replicability of results and reduce convergence times. Then, we tested the proposed GA on a real-world problem related to remifentanil. It obtained good results both in terms of selected covariates and fitness optimization, outperforming the SCM.

Covariate selection in causal learning under non-Gaussianity

Understanding causal mechanisms is a central goal in the behavioral, developmental, and social sciences. When estimating and probing causal effects using observational data, covariate adjustment is a crucial element to remove dependencies between focal predictors and the error term. Covariate selection, however, constitutes a challenging task because availability alone is not an adequate criterion to decide whether a covariate should be included in the statistical model. The present study introduces a non-Gaussian method for covariate selection and provides a forward selection algorithm for linear models (i.e., non-Gaussian forward selection; nGFS) to select appropriate covariates from a set of potential control variables to avoid inconsistent and biased estimators of the causal effect of interest. Further, we demonstrate that the forward selection algorithm has properties compatible with principles of direction of dependence, i.e., probing whether the causal target model is correctly specified with respect to the causal direction of effects. Results of a Monte Carlo simulation study suggest that the selection algorithm performs well, in particular when sample sizes are large (i.e., n ≥ 250) and data strongly deviate from Gaussianity (e.g., distributions with skewness beyond 1.5). An empirical example is given for illustrative purposes.

Elaboration Models with Symmetric Information Divergence

Various statistical methodologies embed a probability distribution in a more flexible family of distributions. The latter is called elaboration model, which is constructed by choice or a formal procedure and evaluated by asymmetric measures such as the likelihood ratio and Kullback-Leibler information. The use of asymmetric measures can be problematic for this purpose. This paper introduces two formal procedures, referred to as link functions, that embed any baseline distribution with a continuous density on the real line into model elaborations. Conditions are given for the link functions to render symmetric Kullback-Leibler divergence, Rényi divergence, and phi-divergence family. The first link function elaborates quantiles of the baseline probability distribution. This approach produces continuous counterparts of the binary probability models. Examples include the Cauchy, probit, logit, Laplace, and Student-t links. The second link function elaborates the baseline survival function. Examples include the proportional odds and change point links. The logistic distribution is characterized as the one that satisfies the conditions for both links. An application demonstrates advantages of symmetric divergence measures for assessing the efficacy of covariates.

Stability selection for mixed effect models with large numbers of predictor variables: A simulation study

Covariate selection when the number of available variables is large relative to the number of observations is problematic in epidemiology and remains the focus of continued research. Whilst a variety of statistical methods have been developed to attempt to overcome this issue, at present very few methods are available for wide data that include a clustered outcome. The purpose of this research was to make an empirical evaluation of a new method for covariate selection in wide data settings when the dependent variable is clustered. We used 3300 simulated datasets with a variety of defined structures and known sets of true predictor variables to conduct an empirical evaluation of a mixed model stability selection procedure. Comparison was made with an alternative method based on regularisation using the least absolute shrinkage and selection operator (Lasso) penalty. Model performance was assessed using several metrics including the true positive rate (proportion of true covariates selected in a final model) and false discovery rate (proportion of variables selected in a final model that were non-true (false) variables). For stability selection, the false discovery rate was consistently low, generally remaining ≤ 0.02 indicating that on average fewer than 1 in 50 of the variables selected in a final model were false variables. This was in contrast to the Lasso-based method in which the false discovery rate was between 0.59 and 0.72, indicating that generally more than 60% of variables selected in a final model were false variables. In contrast however, the Lasso method attained higher true positive rates than stability selection, although both methods achieved good results. For the Lasso method, true positive rates remained ≥ 0.93 whereas for stability selection the true positive rate was 0.73-0.97. Our results suggest both methods may be of value for covariate selection with high dimensional data with a clustered outcome. When high specificity is needed for identification of true covariates, stability selection appeared to offer the better solution, although with a slight loss of sensitivity. Conversely when high sensitivity is needed, the Lasso approach may be useful, even if accompanied by a substantial loss of specificity. Overall, the results indicated the loss of sensitivity when employing stability selection is relatively small compared to the loss of specificity when using the Lasso and therefore stability selection may provide the better option for the analyst when evaluating data of this type.

Variable selection methods were poorly reported but rarely misused in major medical journals: Literature review

Objective This work presents a review of the literature on reporting, practice and misuse of knowledge-based and data-driven variable selection methods, in five highly cited medical journals, considering recoding and interaction unlike previous reviews. Study Design and Setting Original observational studies with a predictive or explicative research question with multivariable analyses published in N. Engl. J. Med., Lancet, JAMA, Br. Med. J. and Ann. Intern. Med. between 2017 and 2019 were searched. Article screening was performed by a single reader, data extraction was performed by two readers and a third reader participated in case of disagreement. The use of data-driven variable selection methods in causal explicative questions was considered as misuse. Results 488 articles were included. The variable selection method was unclear in 234 (48%) articles, data-driven in 78 (16%) articles and knowledge-based in 176 (36%) articles. The most common data-driven methods were: Univariate selection (n = 22, 4.5%) and model comparisons or testing for interaction (n = 17, 3.5%). Data-driven methods were misused in 51 (10.5%) of articles. Conclusion Overall reporting of variable selection methods is insufficient. Data-driven methods seem to be used only in a minority of articles of the big five medical journals.