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• W2589244411 abstract "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. 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. 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, Firth-type penalization produces some bias in the average predicted probability, and the amount of bias is even larger than that produced by MLE. Of the logF(1,1) and logF(2,2) penalization, logF(2,2) provides slight bias in the estimate of regression coefficient of binary predictor and logF(1,1) performed better in all aspects. Similarly, ridge performed well in discrimination and overall predictive performance but it often produces underfitted model and has high rate of convergence failure (even the rate is higher than that for MLE), probably due to the separation problem. The logF-type penalized method, particularly logF(1,1) could be used in practice when developing risk model for small or sparse data sets." @default.
• W2589244411 created "2017-03-03" @default.
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• W2589244411 date "2017-02-23" @default.
• W2589244411 modified "2023-10-12" @default.
• W2589244411 title "Performance of Firth-and logF-type penalized methods in risk prediction for small or sparse binary data" @default.
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• W2589244411 doi "https://doi.org/10.1186/s12874-017-0313-9" @default.
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