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Effect Size Estimation and Misclassification Rate Based Variable Selection in Linear Discriminant Analysis

2012/05/30 by Bernd Klaus, Klaus, Bernd
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Data Mining Algorithms and Applications #FOS: Computer and information sciences #Gene expression and cancer classification #Methodology (stat.ME) #stat.ME

paper · pdf · doi:10.48550/arxiv.1205.6653

21 pages, 2 figures

openalex publication_date 2012/05/30 · arxiv created 2012/08/08 · arxiv updated 2012/08/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Supervised classifying of biological samples based on genetic information, (e.g. gene expression profiles) is an important problem in biostatistics. In order to find both accurate and interpretable classification rules variable selection is indispensable. This article explores how an assessment of the individual importance of variables (effect size estimation) can be used to perform variable selection. I review recent effect size estimation approaches in the context of linear discriminant analysis (LDA) and propose a new conceptually simple effect size estimation method which is at the same time computationally efficient. I then show how to use effect sizes to perform variable selection based on the misclassification rate which is the data independent expectation of the prediction error. Simulation studies and real data analyses illustrate that the proposed effect size estimation and variable selection methods are competitive. Particularly, they lead to both compact and interpretable feature sets.

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