PJ Newcombe, H Raza Ali, FM Blows, E Provenzano, PD Pharoah, C Caldas, S Richardson
Journal name: 
Stat Methods Med Res
Citation info: 
As data-rich medical datasets are becoming routinely collected, there is a growing demand for regression methodology that facilitates variable selection over a large number of predictors. Bayesian variable selection algorithms offer an attractive solution, whereby a sparsity inducing prior allows inclusion of sets of predictors simultaneously, leading to adjusted effect estimates and inference of which covariates are most important. We present a new implementation of Bayesian variable selection, based on a Reversible Jump MCMC algorithm, for survival analysis under the Weibull regression model. A realistic simulation study is presented comparing against an alternative LASSO-based variable selection strategy in datasets of up to 20,000 covariates. Across half the scenarios, our new method achieved identical sensitivity and specificity to the LASSO strategy, and a marginal improvement otherwise. Runtimes were comparable for both approaches, taking approximately a day for 20,000 covariates. Subsequently, we present a real data application in which 119 protein-based markers are explored for association with breast cancer survival in a case cohort of 2287 patients with oestrogen receptor-positive disease. Evidence was found for three independent prognostic tumour markers of survival, one of which is novel. Our new approach demonstrated the best specificity.
Research group: 
Caldas Group
E-pub date: 
01 Feb 2017
Users with this publication listed: 
Carlos Caldas
Raza Ali