Sufficient dimension reduction for longitudinally measured predictors

• Autores: Pfeiffer, R. M.; Forzani, Liliana Maria; Bura, Efstathia
• Año de publicación: 2012
• Idioma: inglés
• Tipo de recurso: artículo
• Materia: Auc; Discrimination; Kronecker Product; Sliced Inverse Regression (Sir)
• Institución: Consejo Nacional de Investigaciones Científicas y Técnicas

We propose a method to combine several predictors (markers) that are measured repeatedly over time into a composite marker score without assuming a model and only requiring a mild condition on the predictor distribution. Assuming that the first and second moments of the predictors can be decomposed into a time and a marker component via a Kronecker product structure that accommodates the longitudinal nature of the predictors, we develop first-moment sufficient dimension reduction techniques to replace the original markers with linear transformations that contain sufficient information for the regression of the predictors on the outcome. These linear combinations can then be combined into a score that has better predictive performance than a score built under a general model that ignores the longitudinal structure of the data. Our methods can be applied to either continuous or categorical outcome measures. In simulations, we focus on binary outcomes and show that our method outperforms existing alternatives by using the AUC, the area under the receiver?operator characteristics (ROC) curve, as a summary measure of the discriminatory ability of a single continuous diagnostic marker for binary disease outcomes. Published 2011. This article is a US Government work and is in the public domain in the USA.
Fil: Pfeiffer, R. M.. National Cancer Institute; Estados Unidos
Fil: Forzani, Liliana Maria. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
Fil: Bura, Efstathia. George Washington University/department Of Statistics; Estados Unidos