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Exploring the Performance of Methods to Deal Multicollinearity: Simulation and Real Data in Radiation Epidemiology Area

2018· article· en· W2801391711 on OpenAlexvenueno aff
Mickaël Dubocq, Nadia Haddy, Boris Schwartz, Carolé Rubino, Florent Dayet, Florent de Vathaire, Ibrahima Diallo, Rodrigue S. Allodji

Bibliographic record

VenueInternational Journal of Statistics in Medical Research · 2018
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsnot available
Fundersnot available
KeywordsMulticollinearityCollinearityStatisticsVariance inflation factorRegression analysisBivariate analysisRegressionMean squared errorMathematicsLinear regressionLasso (programming language)EconometricsComputer science

Abstract

fetched live from OpenAlex

The issue of multicollinearity has long been acknowledged in statistical modelling; however, it is often untreated in the most of published papers. Indeed, the use of methods for multicollinearity correction is still scarce. One important reason is that despite many proposed methods, little is known about their strength or performance. We compare the statistical properties and performance of four main techniques to correct multicollinearity, i.e., Ridge Regression (R-R), Principal Components Regression (PC-R), Partial Least Squares Regression (PLS-R), and Lasso Regression (L-R), in both a simulation study and two real data examples used for modelling volumes of heart and Thyroid as a function of clinical and anthropometric parameters. We find that when the statistical approaches were used to address different levels of collinearity, we observed that R-R, PC-R and PLS-R appeared to have a somewhat similar behavior, with a slight advantage for the PLS-R. Indeed, in all implemented cases, the PLS-R always provided the smallest value of root mean square error (RMSE). When the degree of collinearity was moderate, low or very low, the L-R method had also somewhat similar performance to other methods. Furthermore, correction methods allowed us to provide stable and trustworthy parameter estimates for predictors in the modelling of heart and Thyroid volumes. Therefore, this work will contribute to highlighting performances of methods used only for situations ranging from low to very high multicollinearity.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.025
metaresearch head score (Gemma)0.066
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: Methods · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.975
Threshold uncertainty score0.130

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0250.066
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0010.002
Science and technology studies0.0010.001
Scholarly communication0.0020.001
Open science0.0020.001
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.765
GPT teacher head0.683
Teacher spread0.082 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

Study designSimulation or modeling
DomainMethods
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2018
Admission routes1
Has abstractyes

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