Journal of Data Science logo


Login Register

  1. Home
  2. Issues
  3. Volume 10, Issue 4 (2012)
  4. Variable Selection and Computation of th ...

Journal of Data Science

Submit your article Information
  • Article info
  • Related articles
  • More
    Article info Related articles

Variable Selection and Computation of the Prior Probability of a Model via ROC Curves Methodology
Volume 10, Issue 4 (2012), pp. 653–672
Christos Koukouvinos   Christina Parpoula  

Authors

 
Placeholder
https://doi.org/10.6339/JDS.2012.10(4).1035
Pub. online: 4 August 2022      Type: Research Article      Open accessOpen Access

Published
4 August 2022

Abstract

Abstract: Nowadays, extensive amounts of data are stored which require the development of specialized methods for data analysis in an understandable way. In medical data analysis many potential factors are usually introduced to determine an outcome response variable. The main objective of variable selection is enhancing the prediction performance of the predictor variables and identifying correctly and parsimoniously the faster and more cost-effective predictors that have an important influence on the response. Various variable selection techniques are used to improve predictability and obtain the “best” model derived from a screening procedure. In our study, we propose a variable subset selection method which extends to the classification case the idea of selecting variables and combines a nonparametric criterion with a likelihood based criterion. In this work, the Area Under the ROC Curve (AUC) criterion is used from another viewpoint in order to determine more directly the important factors. The proposed method revealed a modification (BIC) of the modified Bayesian Information Criterion (mBIC). The comparison of the introduced BIC to existing variable selection methods is performed by some simulating experiments and the Type I and Type II error rates are calculated. Additionally, the proposed method is applied successfully to a high-dimensional Trauma data analysis, and its good predictive properties are confirmed.

Related articles PDF XML
Related articles PDF XML

Copyright
No copyright data available.

Keywords
AIC AUC best subset

Metrics
since February 2021
364

Article info
views

218

PDF
downloads

Export citation

Copy and paste formatted citation
Placeholder

Download citation in file


Share


RSS

Journal of data science

  • Online ISSN: 1683-8602
  • Print ISSN: 1680-743X

About

  • About journal

For contributors

  • Submit
  • OA Policy
  • Become a Peer-reviewer

Contact us

  • JDS@ruc.edu.cn
  • No. 59 Zhongguancun Street, Haidian District Beijing, 100872, P.R. China
Powered by PubliMill  •  Privacy policy