Performance of Firth-and logF-type penalized methods in risk prediction for small or sparse binary data

作者：Mohammad Shafiqur Rahman, Mahbuba Sultana · 发表于：BMC Medical Research Methodology · 年份：2017 · DOI：10.1186/s12874-017-0313-9 · 被引用次数：123 · 研究领域：Statistical Methods and Inference、Statistical Methods and Bayesian Inference、Advanced Statistical Methods and Models

BACKGROUND: When developing risk models for binary data with small or sparse data sets, the standard maximum likelihood estimation (MLE) based logistic regression faces several problems including biased or infinite estimate of the regression coefficient and frequent convergence failure of the likelihood due to separation. The problem of separation occurs commonly even if sample size is large but there is sufficient number of strong predictors. In the presence of separation, even if one develops the model, it produces overfitted model with poor predictive performance. Firth-and logF-type penalized regression methods are popular alternative to MLE, particularly for solving separation-problem. Despite the attractive advantages, their use in risk prediction is very limited. This paper evaluated these methods in risk prediction in comparison with MLE and other commonly used penalized methods such as ridge. METHODS: The predictive performance of the methods was evaluated through assessing calibration, discrimination and overall predictive performance using an extensive simulation study. Further an illustration of the methods were provided using a real data example with low prevalence of outcome. RESULTS: The MLE showed poor performance in risk prediction in small or sparse data sets. All penalized methods offered some improvements in calibration, discrimination and overall predictive performance. Although the Firth-and logF-type methods showed almost equal amount of improvement, Fi...