Variable Selection and Allocation in Joint Models via Gradient Boosting Techniques

• DOI: 10.3390/math11020411
• Publication Date: 2023-01-13T07:29:57Z
• Authors: Colin Griesbach; Andreas Mayr; Elisabeth Bergherr
• Keywords: joint modeling; time-to-event analysis; gradient boosting; statistical learning; variable selection; joint modeling; statistical learning; QA1-939; 0101 mathematics; time-to-event analysis; gradient boosting; 01 natural sciences; Mathematics; variable selection

Modeling longitudinal data (e.g., biomarkers) and the risk for events separately leads to a loss of information and bias, even though the underlying processes are related to each other. Hence, the popularity of joint models for longitudinal and time-to-event-data has grown rapidly in the last few decades. However, it is quite a practical challenge to specify which part of a joint model the single covariates should be assigned to as this decision usually has to be made based on background knowledge. In this work, we combined recent developments from the field of gradient boosting for distributional regression in order to construct an allocation routine allowing researchers to automatically assign covariates to the single sub-predictors of a joint model. The procedure provides several well-known advantages of model-based statistical learning tools, as well as a fast-performing allocation mechanism for joint models, which is illustrated via empirical results from a simulation study and a biomedical application.