scholarly journals FIC model selection and model averaging for linear model with censored response

2013 ◽  
Vol 43 (7) ◽  
pp. 647-661
Author(s):  
Zhi SU ◽  
ZhiMeng SUN ◽  
JingYi MA
Keyword(s):  
Model Selection ◽  
Linear Model ◽  
Model Averaging ◽  
Censored Response

scholarly journals Characterizing the effects of sex, APOE ɛ4, and literacy on mid-life cognitive trajectories: Application of Information-Theoretic model-averaging and multi-model inference techniques to the Wisconsin Registry for Alzheimer’s Prevention Study

2017 ◽  
Author(s):  
Rebecca L. Koscik ◽  
Derek L. Norton ◽  
Samantha L. Allison ◽  
Erin M. Jonaitis ◽  
Lindsay R. Clark ◽  
...  
Keyword(s):  
Model Selection ◽  
Cognitive Decline ◽  
Model Averaging ◽  
Parameter Estimates ◽  
Theoretic Model ◽  
Traditional Model ◽  
Test Model ◽  
Prevention Study ◽  
Information Theoretic ◽  
Modifiable Factors

ObjectiveIn this paper we apply Information-Theoretic (IT) model averaging to characterize a set of complex interactions in a longitudinal study on cognitive decline. Prior research has identified numerous genetic (including sex), education, health and lifestyle factors that predict cognitive decline. Traditional model selection approaches (e.g., backward or stepwise selection) attempt to find models that best fit the observed data; these techniques risk interpretations that only the selected predictors are important. In reality, several models may fit similarly well but result in different conclusions (e.g., about size and significance of parameter estimates); inference from traditional model selection approaches can lead to overly confident conclusions.MethodHere we use longitudinal cognitive data from ~1550 late-middle aged adults the Wisconsin Registry for Alzheimer’s Prevention study to examine the effects of sex, Apolipoprotein E (APOE) ɛ4 allele (non-modifiable factors), and literacy achievement (modifiable) on cognitive decline. For each outcome, we applied IT model averaging to a model set with combinations of interactions among sex, APOE, literacy, and age.ResultsFor a list-learning test, model-averaged results showed better performance for women vs men, with faster decline among men; increased literacy was associated with better performance, particularly among men. APOE had less of an effect on cognitive performance in this age range (~40-70).ConclusionsThese results illustrate the utility of the IT approach and point to literacy as a potential modifier of decline. Whether the protective effect of literacy is due to educational attainment or intrinsic verbal intellectual ability is the topic of ongoing work.

scholarly journals Bayesian Model Averaging to Account for Model Uncertainty in Estimates of a Vaccine's Effectiveness

2021 ◽  
Author(s):  
Carlos R Oliveira ◽  
Eugene D Shapiro ◽  
Daniel M Weinberger
Keyword(s):  
Model Selection ◽  
Model Uncertainty ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Selection Methods ◽  
Final Model ◽  
Negative Case ◽  
Confounder Selection ◽  
Control Study

Vaccine effectiveness (VE) studies are often conducted after the introduction of new vaccines to ensure they provide protection in real-world settings. Although susceptible to confounding, the test-negative case-control study design is the most efficient method to assess VE post-licensure. Control of confounding is often needed during the analyses, which is most efficiently done through multivariable modeling. When a large number of potential confounders are being considered, it can be challenging to know which variables need to be included in the final model. This paper highlights the importance of considering model uncertainty by re-analyzing a Lyme VE study using several confounder selection methods. We propose an intuitive Bayesian Model Averaging (BMA) framework for this task and compare the performance of BMA to that of traditional single-best-model-selection methods. We demonstrate how BMA can be advantageous in situations when there is uncertainty about model selection by systematically considering alternative models and increasing transparency.

scholarly journals How to improve parameter estimates in GLM-based fMRI data analysis: cross-validated Bayesian model averaging

2016 ◽  
Author(s):  
Joram Soch ◽  
Achim Pascal Meyer ◽  
John-Dylan Haynes ◽  
Carsten Allefeld
Keyword(s):  
Data Analysis ◽  
Model Selection ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Bayesian Model Selection ◽  
Fmri Data ◽  
Parameter Estimates ◽  
Fmri Data Analysis ◽  
Level Analysis

AbstractIn functional magnetic resonance imaging (fMRI), model quality of general linear models (GLMs) for first-level analysis is rarely assessed. In recent work (Soch et al., 2016: “How to avoid mismodelling in GLM-based fMRI data analysis: cross-validated Bayesian model selection”, NeuroImage, vol. 141, pp. 469-489; DOI: 10.1016/j. neuroimage.2016.07.047), we have introduced cross-validated Bayesian model selection (cvBMS) to infer the best model for a group of subjects and use it to guide second-level analysis. While this is the optimal approach given that the same GLM has to be used for all subjects, there is a much more efficient procedure when model selection only addresses nuisance variables and regressors of interest are included in all candidate models. In this work, we propose cross-validated Bayesian model averaging (cvBMA) to improve parameter estimates for these regressors of interest by combining information from all models using their posterior probabilities. This is particularly useful as different models can lead to different conclusions regarding experimental effects and the most complex model is not necessarily the best choice. We find that cvBMS can prevent not detecting established effects and that cvBMA can be more sensitive to experimental effects than just using even the best model in each subject or the model which is best in a group of subjects.

High-dimensional linear model selection motivated by multiple testing

Statistics ◽  
2019 ◽  
Vol 54 (1) ◽  
pp. 152-166
Author(s):  
Konrad Furmańczyk ◽  
Wojciech Rejchel
Keyword(s):  
Model Selection ◽  
Linear Model ◽  
Multiple Testing ◽  
High Dimensional

Dose-finding studies, MCP-Mod, model selection, and model averaging: Two applications in the real world

2014 ◽  
Vol 11 (4) ◽  
pp. 476-484 ◽  
Author(s):  
Dominique Verrier ◽  
Sïndou Sivapregassam ◽  
Anne-Catherine Solente
Keyword(s):  
Model Selection ◽  
Real World ◽  
Model Averaging ◽  
Dose Finding ◽  
The Real
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