Penalized least squares regression methods and applications to neuroimaging.

ABSTRACT: The goals of this paper are to review the most popular methods of predictor selection in regression models, to explain why some fail when the number P of explanatory variables exceeds the number N of participants, and to discuss alternative statistical methods that can be employed in this case. We focus on penalized least squares methods in regression models, and discuss in detail two such methods that are well established in the statistical literature, the LASSO and Elastic Net. We introduce bootstrap enhancements of these methods, the BE-LASSO and BE-Enet, that allow the user to attach a measure of uncertainty to each variable selected. Our work is motivated by a multimodal neuroimaging dataset that consists of morphometric measures (volumes at several anatomical regions of interest), wh

SUBMITTER: Bunea F 

PROVIDER: S-EPMC5485905 | biostudies-literature | 2011 Apr

REPOSITORIES: biostudies-literature