Background
LASSO
Adaptive LASSO
Elastic net
Iterated LASSO
Bootstrap-enhanced LASSO
Weighted fusion
Current study
Methods
Simulation study
Scenario | # Non-zero coefficients | Correlation among predictors | Non-zero coefficients in binary logistic regression models | |
---|---|---|---|---|
Overweight | Obese | |||
1 | 5 | 0.2 | 0.05, -0.05, 0.1, 0.15, 0.2 | 0.2, 0.4, 0.6, -0.6, 0.8 |
2 | 5 | 0.8 | 0.05, -0.05, 0.1, 0.15, 0.2 | 0.2, 0.4, 0.6, -0.6, 0.8 |
3 | 5 | 0.2 | 0.2, 0.4, 0.6, -0.6, 0.8 | 1, -1, 1.25, 1.5, 1.75 |
4 | 5 | 0.8 | 0.2, 0.4, 0.6, -0.6, 0.8 | 1, -1, 1.25, 1.5, 1.75 |
5 | 20 | 0.5 | 0.01,0.2 from uniform distribution | 0.1,0.99 from uniform distribution |
Application study
Study population
Biomarkers
Statistical analysis
Results
Simulation results
N = 1000 | N = 500 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Scenario | 1 | 2 | 3 | 4 | 5 | 1 | 2 | 3 | 4 | 5 |
True number | 5 | 5 | 5 | 5 | 20 | 5 | 5 | 5 | 5 | 20 |
Overweight | ||||||||||
LASSO | 7 (0,38) | 5.5 (1,41) | 19 (4,61) | 9 (2,56) | 19 (9,56) | 4 (0,37) | 5 (0,43) | 18 (4,50) | 8 (2,49) | 16 (5,47) |
Adaptive LASSO | 16 (1,45) | 14 (1,48) | 18 (4,49) | 19 (2,51) | 21 (4,52) | 16 (0,46) | 12 (1,43) | 18 (3,45) | 18 (1,45) | 19.5 (3,45) |
Elastic Net | 12 (0,100) | 10 (1,100) | 23 (4,62) | 13 (2,65) | 28 (10,100) | 12 (0,100) | 12 (0,100) | 22 (4,84) | 11 (2,62) | 27 (7,100) |
Iterated LASSO | 7 (0,41) | 5 (1,34) | 18 (4,46) | 9 (2,43) | 16 (5,41) | 4 (0,32) | 4 (0,35) | 16 (2,38) | 7 (1,39) | 13 (3,37) |
Bootstrap-Enhanced LASSO-75 | 12 (1,28) | 10 (1,26) | 18 (7,38) | 17 (4,40) | 20 (10,40) | 10 (0,29) | 9 (0,28) | 16 (5,37) | 13 (3,34) | 16 (5,35) |
Weighted Fusion | 27 (0,99) | 27 (1,100) | 23 (10,76) | 21 (10,74) | 34 (18,100) | 13 (0,100) | 13 (0,100) | 11 (5,66) | 9 (4,100) | 56 (9,100) |
Obese | ||||||||||
LASSO | 17 (4,51) | 7 (2,59) | 26 (8,56) | 16 (3,58) | 37 (20,59) | 15 (2,45) | 7 (1,40) | 22.5 (5,54) | 14 (3,50) | 28 (14,52) |
Adaptive LASSO | 17 (3,50) | 17 (1,47) | 18 (5,57) | 19 (3,47) | 35 (14,57) | 19 (1,51) | 15 (1,48) | 19 (4,48) | 17 (2,48) | 28 (6,48) |
Elastic Net | 21 (5,74) | 11 (2,75) | 29 (6,76) | 19 (4,77) | 47 (22,100) | 20 (2,100) | 11 (1,100) | 26 (5,74) | 19 (3,87) | 42 (14,100) |
Iterated LASSO | 16 (4,40) | 7 (1,44) | 20 (5,40) | 13 (3,38) | 24 (12,40) | 14 (1,39) | 6 (1,34) | 16 (4,36) | 11 (2,40) | 17 (7,34) |
Bootstrap-Enhanced LASSO-75 | 17 (5,37) | 14 (2,34) | 20 (7,39) | 16 (5,34) | 22 (12,34) | 14.5 (5,36) | 11 (1,27) | 13 (5,24) | 10 (3,20) | 16 (8,25) |
Weighted Fusion | 12 (5,68) | 10 (2,99) | 43 (5,61) | 36 (3,53) | 39 (22,99) | 38 (1,100) | 4 (1,100) | 26 (12,87) | 22 (4,70) | 47 (14,100) |
Scenario | 1 | 2 | 3 | 4 | 5 | |||||
---|---|---|---|---|---|---|---|---|---|---|
Type | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero |
Truth | 5 | 95 | 5 | 95 | 5 | 95 | 5 | 95 | 20 | 80 |
Overweight | ||||||||||
LASSO | 3 (0,5) | 91 (61,95) | 3 (1,5) | 92 (56,95) | 5 (4,5) | 81 (39,95) | 4 (2,5) | 89 (43,95) | 13 (8,18) | 74.5 (39,80) |
Adaptive LASSO | 3 (0,5) | 82 (54,95) | 2 (1,5) | 83 (50,95) | 5 (4,5) | 82 (51,95) | 4 (2,5) | 81 (48,95) | 9 (4,15) | 68 (41,80) |
Elastic Net | 3 (0,5) | 86 (0,95) | 3 (1,5) | 88 (0,95) | 5 (4,5) | 77 (38,95) | 4 (2,5) | 86 (34,95) | 16 (9,20) | 67 (0,80) |
Iterated LASSO | 2 (0,5) | 91 (57,95) | 2 (1,5) | 93 (64,95) | 5 (4,5) | 82 (54,95) | 3 (2,5) | 90 (57,95) | 11 (5,16) | 76 (50,80) |
Bootstrap-Enhanced LASSO-75 | 3 (0,5) | 86 (70,95) | 2 (0,4) | 86 (72,95) | 5 (4,5) | 82 (62,93) | 4 (2,5) | 81 (60,94) | 12 (7,16) | 72 (54,80) |
Weighted Fusion | 4 (0,5) | 72 (1,95) | 5 (1,5) | 72 (0,95) | 5 (4,5) | 77 (24,90) | 4 (2,5) | 77 (26,89) | 20 (9,20) | 65 (0,74) |
Obese | ||||||||||
LASSO | 5 (3,5) | 82 (49,95) | 3 (2,5) | 91 (41,95) | 5 (5,5) | 74 (44,92) | 4 (3,5) | 83 (42,95) | 19 (14,20) | 61 (37,78) |
Adaptive LASSO | 5 (3,5) | 82.5 (50,95) | 4 (1,5) | 82 (53,95) | 5 (5,5) | 82 (43,95) | 5 (3,5) | 81 (53,95) | 15 (10,20) | 60 (38,79) |
Elastic Net | 5 (4,5) | 79 (26,94) | 4 (2,5) | 88 (25,95) | 5 (5,5) | 71 (24,94) | 4 (3,5) | 80 (23,95) | 19 (15,20) | 52 (0,75) |
Iterated LASSO | 5 (3,5) | 84 (60,95) | 3 (1,5) | 91 (56,95) | 5 (5,5) | 80 (60,95) | 4 (3,5) | 86 (62,95) | 16 (12,20) | 72 (56,80) |
Bootstrap-Enhanced LASSO-75 | 5 (3,5) | 83 (63,95) | 3 (1,5) | 84 (64,95) | 5 (5,5) | 80 (61,93) | 4 (2,5) | 83 (66,94) | 16 (10,20) | 73 (62,80) |
Weighted Fusion | 5 (3,5) | 88 (32,94) | 3 (2,5) | 89 (1,95) | 5 (5,5) | 57 (39,95) | 4 (3,5) | 64 (46,95) | 20 (14,20) | 61 (1,76) |
Scenario | 1 | 2 | 3 | 4 | 5 | |||||
---|---|---|---|---|---|---|---|---|---|---|
Type | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero |
Truth | 5 | 95 | 5 | 95 | 5 | 95 | 5 | 95 | 20 | 80 |
Overweight | ||||||||||
LASSO | 1 (0,5) | 93 (59,95) | 2 (0,5) | 92 (54,95) | 5 (2,5) | 82 (50,95) | 3 (2,5) | 90 (50,95) | 11 (5,16) | 75 (46,80) |
Adaptive LASSO | 2 (0,5) | 81 (51,95) | 2 (0,4) | 84 (55,95) | 5 (3,5) | 81 (55,95) | 4 (1,5) | 81 (54,95) | 7 (3,14) | 68 (45,80) |
Elastic Net | 2 (0,5) | 85 (0,95) | 3 (0,5) | 86 (0,95) | 5 (3,5) | 78 (16,95) | 4 (2,5) | 87 (36,95) | 14 (6,20) | 66.5 (0,80) |
Iterated LASSO | 1 (0,5) | 93 (66,95) | 2 (0,5) | 92 (62,95) | 5 (2,5) | 84 (62,95) | 3 (1,5) | 91 (60,95) | 8 (3,14) | 76 (52,80) |
Bootstrap-Enhanced LASSO-75 | 2 (0,5) | 87 (69,95) | 1 (0,3) | 87 (68,95) | 5 (3,5) | 84 (62,94) | 3 (1,5) | 85 (65,95) | 8 (4,13) | 72 (54,80) |
Weighted Fusion | 3 (0,5) | 85 (0,95) | 5 (0,5) | 85 (0,95) | 5 (3,5) | 89 (34,94) | 3 (2,5) | 89 (0,94) | 20 (6,20) | 43 (0,80) |
Obese | ||||||||||
LASSO | 4 (1,5) | 84 (55,95) | 3 (1,5) | 91 (57,95) | 5 (4,5) | 77.5 (46,94) | 4 (3,5) | 85 (49,95) | 16 (10,20) | 67 (42,80) |
Adaptive LASSO | 4 (1,5) | 80 (48,95) | 3 (1,5) | 83 (50,95) | 5 (4,5) | 81 (52,95) | 4 (2,5) | 82 (50,95) | 11 (6,16) | 63 (42,80) |
Elastic Net | 5 (1,5) | 80 (0,95) | 3 (1,5) | 87 (0,95) | 5 (4,5) | 74 (26,95) | 4 (3,5) | 79 (13,95) | 17 (10,20) | 55 (0,78) |
Iterated LASSO | 4 (1,5) | 86 (60,95) | 3 (1,5) | 91 (64,95) | 5 (4,5) | 84 (64,95) | 4 (2,5) | 88 (59,95) | 12 (6,17) | 75 (59,80) |
Bootstrap-Enhanced LASSO-75 | 4 (2,5) | 85 (64,94) | 2 (1,5) | 87 (72,95) | 5 (4,5) | 87 (76,95) | 4 (2,5) | 89 (79,95) | 12 (7,17) | 76 (70,80) |
Weighted Fusion | 5 (1,5) | 62 (0,95) | 3 (1,5) | 94 (0,95) | 5 (4,5) | 74 (13,88) | 4 (3,5) | 77 (30,95) | 20 (10,20) | 51 (0,80) |
N = 1000 | N = 500 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Scenario | 1 | 2 | 3 | 4 | 5 | 1 | 2 | 3 | 4 | 5 |
Overweight | ||||||||||
LASSO | 0.57 (0.47,0.63) | 0.61 (0.54,0.67) | 0.77 (0.73,0.82) | 0.79 (0.73,0.83) | 0.77 (0.72,0.82) | 0.54 (0.43,0.65) | 0.60 (0.48,0.68) | 0.77 (0.69,0.83) | 0.78 (0.71,0.85) | 0.77 (0.68,0.83) |
Adaptive LASSO | 0.55 (0.47,0.62) | 0.58 (0.50,0.66) | 0.72 (0.60,0.81) | 0.73 (0.57,0.82) | 0.76 (0.70,0.82) | 0.54 (0.43,0.65) | 0.57 (0.47,0.66) | 0.72 (0.57,0.82) | 0.73 (0.55,0.84) | 0.75 (0.66,0.82) |
Elastic Net | 0.56 (0.47,0.63) | 0.60 (0.54,0.67) | 0.77 (0.73,0.82) | 0.79 (0.73,0.83) | 0.77 (0.73,0.82) | 0.55 (0.43,0.65) | 0.59 (0.49,0.68) | 0.76 (0.69,0.83) | 0.78 (0.71,0.85) | 0.77 (0.68,0.83) |
Iterated LASSO | 0.52 (0.45,0.63) | 0.54 (0.45,0.67) | 0.54 (0.46,0.79) | 0.57 (0.47,0.83) | 0.70 (0.51,0.81) | 0.52 (0.40,0.66) | 0.54 (0.43,0.67) | 0.55 (0.44,0.77) | 0.58 (0.45,0.85) | 0.70 (0.49,0.82) |
Bootstrap-Enhanced LASSO-75 | 0.55 (0.48,0.62) | 0.58 (0.48,0.65) | 0.76 (0.71,0.82) | 0.77 (0.71,0.82) | 0.84 (0.79,0.88) | 0.53 (0.42,0.65) | 0.56 (0.44,0.66) | 0.74 (0.64,0.82) | 0.75 (0.65,0.83) | 0.82 (0.73,0.88) |
Weighted Fusion | 0.56 (0.48,0.62) | 0.60 (0.54,0.67) | 0.77 (0.72,0.82) | 0.78 (0.74,0.83) | 0.78 (0.73,0.82) | 0.55 (0.44,0.65) | 0.59 (0.47,0.68) | 0.77 (0.67,0.84) | 0.78 (0.71,0.85) | 0.77 (0.68,0.84) |
Obese | ||||||||||
LASSO | 0.78 (0.71,0.86) | 0.80 (0.71,0.86) | 0.94 (0.90,0.96) | 0.96 (0.94,0.98) | 0.99 (0.98,1.00) | 0.76 (0.63,0.86) | 0.79 (0.67,0.87) | 0.93 (0.85,0.97) | 0.96 (0.90,0.99) | 0.98 (0.94,0.99) |
Adaptive LASSO | 0.73 (0.59,0.84) | 0.74 (0.58,0.86) | 0.88 (0.68,0.96) | 0.92 (0.72,0.98) | 0.98 (0.92,0.99) | 0.72 (0.55,0.84) | 0.73 (0.49,0.87) | 0.89 (0.66,0.97) | 0.93 (0.57,0.98) | 0.96 (0.89,0.99) |
Elastic Net | 0.78 (0.71,0.86) | 0.80 (0.71,0.86) | 0.94 (0.90, 0.96) | 0.96 (0.93,0.98) | 0.99 (0.97,1.00) | 0.76 (0.60,0.86) | 0.79 (0.67,0.87) | 0.93 (0.85,0.97) | 0.96 (0.89,0.99) | 0.98 (0.94,0.99) |
Iterated LASSO | 0.55 (0.45,0.79) | 0.58 (0.43,0.85) | 0.63 (0.46,0.96) | 0.65 (0.33,0.98) | 0.98 (0.76,1.00) | 0.57 (0.42,0.80) | 0.59 (0.42,0.87) | 0.68 (0.44,0.95) | 0.71 (0.34,0.98) | 0.96 (0.64,0.99) |
Bootstrap-Enhanced LASSO-75 | 0.76 (0.68, 0.82) | 0.77 (0.68,0.85) | 0.93 (0.88,0.97) | 0.95 (0.91,0.98) | 0.99 (0.82,1.00) | 0.73 (0.57,0.85) | 0.75 (0.62,0.85) | 0.92 (0.83,0.97) | 0.95 (0.88,0.98) | 0.97 (0.79,0.99) |
Weighted Fusion | 0.78 (0.70,0.86) | 0.80 (0.70,0.86) | 0.94 (0.90, 0.96) | 0.96 (0.64,0.98) | 0.99 (0.97,1.00) | 0.74 (0.60,0.86) | 0.79 (0.66,0.87) | 0.93 (0.86,0.97) | 0.96 (0.88,0.98) | 0.98 (0.96,1.00) |
Application results
Overweight | Obese | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
(N = 463 normal-weight, N = 306 overweight) | (N = 463 normal-weight, N = 66 obese) | |||||||||||||
LASSO | Adaptive LASSO | Elastic Net | Iterated LASSO | Bootstrap-Enhanced LASSO-75 | Weighted Fusion | p^ | LASSO | Adaptive LASSO | Elastic Net | Iterated LASSO | Bootstrap-Enhanced LASSO-75 | Weighted Fusion | p^ | |
Adiponectin | −0.2511 | −0.3500 | −0.2498 | −0.3297 | −0.3226 | −0.2440 | ** | −0.0101 | 0 | −0.0006 | 0 | 0 | −0.0853 | * |
Apolipoprotein H | 0.0571 | 0.0838 | 0.0762 | 0.1479 | 0.1309 | 0.0512 | ** | 0.0881 | 0.1642 | 0.0346 | 0 | 0.2160 | 0.1277 | ** |
Calcitonina | 0.0469 | 0.0765 | 0.0668 | 0.1681 | 0.0895 | 0.0352 | * | 0 | 0 | 0 | 0 | 0 | 0.0624 | |
Soluble CD14 | −0.1133 | −0.1679 | −0.1296 | −0.2492 | −0.1923 | −0.0994 | * | −0.1020 | −0.1706 | −0.0488 | 0 | −0.2272 | −0.0965 | |
Complement 3 | 0.0847 | 0.1238 | 0.1183 | 0.2080 | 0.1483 | 0.0767 | ** | 0.0899 | 0 | 0.0761 | 0 | 0 | 0.1306 | ** |
C-Reactive Protein | 0.2105 | 0.3150 | 0.2188 | 0.3791 | 0.2901 | 0.1923 | ** | 0.5213 | 0.7636 | 0.4765 | 0.6802 | 0.6052 | 0.2526 | ** |
Ferritin | 0.1131 | 0.0969 | 0.1120 | 0.1431 | 0.1055 | 0.1115 | ** | 0.0753 | 0 | 0.0469 | 0 | 0 | 0.0671 | * |
Growth Hormone | −0.1163 | −0.1238 | −0.1259 | −0.1737 | −0.1566 | −0.1144 | ** | 0 | 0 | 0 | 0 | 0 | −0.0888 | * |
Immunoglobulin M | −0.0410 | −0.0288 | −0.0569 | −0.1228 | −0.0949 | −0.0320 | * | −0.1014 | 0 | −0.0450 | 0 | 0 | −0.1120 | |
Interleukin-18 | 0.0073 | 0.0047 | 0.0348 | 0.1515 | 0 | 0 | ** | 0.1214 | 0.0653 | 0.0804 | 0.0774 | 0.2373 | 0.0870 | * |
Leptin | 0.2057 | 0.3263 | 0.2102 | 0.3690 | 0.3177 | 0.1829 | ** | 0.9186 | 1.1286 | 0.8548 | 1.2502 | 1.1551 | 0.3792 | ** |
Monocyte Chemotactic Protein-1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1628 | 0.1471 | 0.1269 | 0.1792 | 0.2546 | 0.1275 | ** | |
Myoglobin | 0.2323 | 0.3468 | 0.2300 | 0.3341 | 0.2856 | 0.2162 | ** | 0.0391 | 0 | 0.0316 | 0 | 0 | 0.0829 | * |
Sex Hormone Binding Globulin | −0.2130 | −0.2033 | −0.1979 | −0.2220 | −0.2046 | −0.2009 | ** | −0.4768 | −0.6470 | −0.4499 | −0.7274 | −0.4767 | −0.2334 | ** |
Surfactant Protein D | −0.1053 | −0.1518 | −0.1250 | −0.2361 | −0.2089 | −0.0924 | * | −0.3136 | −0.4086 | −0.2351 | −0.3848 | −0.4663 | −0.2820 | ** |
von Willebrand Factor | 0 | 0 | 0 | 0 | 0 | 0 | 0.1980 | 0.0683 | 0.1737 | 0.2571 | 0.2694 | 0.1364 | ** | |
YKL-40 | 0 | 0 | 0.0108 | 0 | 0 | 0 | 0.1095 | 0.0847 | 0.0733 | 0.0314 | 0.1979 | 0.1151 | ** |
Overweight and Obese | |||||||
---|---|---|---|---|---|---|---|
(N = 463 normal-weight, N = 372 overweight and obese) | |||||||
Lasso | Adaptive LASSO | Elastic Net | Iterated LASSO | Bootstrap-Enhanced LASSO-75 | Weighted Fusion | p^ | |
Adiponectin | −0.2143 | −0.2770 | −0.2210 | −0.2827 | −0.2334 | −0.1985 | ** |
Apolipoprotein H | 0.0759 | 0.1047 | 0.0965 | 0.1028 | 0.1201 | 0.0628 | ** |
Calcitonina | 0.0461 | 0.0647 | 0.0657 | 0.0782 | 0.1076 | 0.0236 | * |
Soluble CD14 | −0.1439 | −0.2052 | −0.1598 | −0.2411 | −0.1681 | −0.1143 | * |
Complement 3 | 0.1094 | 0.1174 | 0.1313 | 0.1307 | 0.1337 | 0.0923 | ** |
C-Reactive Protein | 0.2968 | 0.4064 | 0.3015 | 0.4235 | 0.3485 | 0.2630 | ** |
Ferritin | 0.1036 | 0.0834 | 0.1068 | 0.1397 | 0.0701 | 0.0988 | ** |
Growth Hormone | −0.1155 | −0.0898 | −0.1181 | −0.1430 | −0.1529 | −0.1158 | ** |
Immunoglobulin M | −0.0883 | −0.1068 | −0.0940 | −0.1568 | −0.0982 | −0.0715 | * |
Interleukin-18 | 0.0404 | 0.0379 | 0.0588 | 0.0677 | 0.0798 | 0.0223 | ** |
Leptin | 0.3312 | 0.4337 | 0.3499 | 0.4554 | 0.4052 | 0.2861 | ** |
Monocyte Chemotactic Protein-1 | 0.0283 | 0.0829 | 0.0451 | 0.0572 | 0.0927 | 0.0030 | * |
Myoglobin | 0.2267 | 0.3195 | 0.2286 | 0.2983 | 0.2587 | 0.2115 | ** |
Sex Hormone Binding Globulin | −0.2827 | −0.3609 | −0.2739 | −0.3612 | −0.2703 | −0.2593 | ** |
Surfactant Protein D | −0.1612 | −0.2086 | −0.1794 | −0.2439 | −0.2401 | −0.1328 | ** |
YKL-40 | 0.0284 | 0.0278 | 0.0434 | 0.0222 | 0.0654 | 0.0152 | * |