American Statistical Association
New York City
Metropolitan Area Chapter

Memorial Sloan Kettering Cancer Center
Department of Epidemiology and Biostatistics
Biostatistics Seminar Series


Marinela Capanu, Ph.D.
Department of Epidemiology and Biostatistics
Memorial Sloan Kettering Cancer Center

OPTIMIZED VARIABLE SELECTION VIA REPEATED DATA SPLITTING

We introduce a new variable selection procedure that repeatedly splits the data into two sets, one for estimation and one for validation, to obtain an empirically optimized threshold which is then used to screen for variables to include in the final model. Simulation results show that the proposed variable selection technique enjoys superior performance compared to candidate methods, being amongst those with the lowest inclusion of noisy predictors while having the highest power to detect the correct model and being unaffected by correlations among the predictors. We illustrate the methods by applying them to a cohort of patients undergoing hepatectomy at our institution.

This is joint work with Mithat Gönen and Colin Begg.


Date: Wednesday, September 20, 2017
Time: 4:00 - 5:00 P.M.
Location: Memorial Sloan Kettering Cancer Center
Department of Epidemiology and Biostatistics
485 Lexington Avenue
(Between 46th & 47th Streets)
2nd Floor, Conference Room B
New York, New York

**Outside visitors please email celeat@mskcc.org for building access.
You must be on the security list to enter the floor.

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