Statistical predictions with glmnet

被引:619
作者
Engebretsen, Solveig [1 ,2 ]
Bohlin, Jon [1 ,3 ,4 ]
机构
[1] Norwegian Inst Publ Hlth, Dept Infect Dis Epidemiol & Modelling, Div Infect Control & Environm Hlth, Oslo, Norway
[2] Univ Oslo, Dept Biostat, Oslo Ctr Biostat & Epidemiol, Oslo, Norway
[3] Norwegian Inst Publ Hlth, Ctr Fertil & Hlth CEFH, Oslo, Norway
[4] Norwegian Univ Life Sci, Dept Prod Anim, Fac Vet Sci, As, Norway
关键词
Elastic net; glmnet package; Statistical prediction; Ultra-high dimensional regression; VARIABLE SELECTION; REGRESSION; REGULARIZATION; LASSO;
D O I
10.1186/s13148-019-0730-1
中图分类号
R73 [肿瘤学];
学科分类号
100214 ;
摘要
Elastic net type regression methods have become very popular for prediction of certain outcomes in epigenome-wide association studies (EWAS). The methods considered accept biased coefficient estimates in return for lower variance thus obtaining improved prediction accuracy. We provide guidelines on how to obtain parsimonious models with low mean squared error and include easy to follow walk-through examples for each step in R.
引用
收藏
页数:3
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