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Boulesteix, Anne-Laure and Hothorn, Torsten (1. September 2009): Testing the additional predictive value of high-dimensional molecular data. Department of Statistics: Technical Reports, No.64
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Abstract

While high-dimensional molecular data such as microarray gene expression data have been used for disease outcome prediction or diagnosis purposes for about ten years in biomedical research, the question of the additional predictive value of such data given that classical predictors are already available has long been under-considered in the bioinformatics literature. We suggest an intuitive permutation-based testing procedure for assessing the additional predictive value of high-dimensional molecular data. Our method combines two well-known statistical tools: logistic regression and boosting regression. We give clear advice for the choice of the only method parameter (the number of boosting iterations). In simulations, our novel approach is found to have very good power in different settings, e.g. few strong predictors or many weak predictors. For illustrative purpose, it is applied to two publicly available cancer data sets. Our simple and computationally efficient approach can be used to globally assess the additional predictive power of a large number of candidate predictors given that a few clinical covariates or a known prognostic index are already available.