Adaptive predictor‐set linear model: An imputation‐free method for linear regression prediction on data sets with missing values

Abstract: Linear regression (LR) is vastly used in data analysis for continuous outcomes in biomedicine and epidemiology. Despite its popularity, LR is incompatible with missing data, which frequently occur in health sciences. For parameter estimation, this shortcoming is usually resolved by complete‐case analysis or imputation. Both work‐arounds, however, are inadequate for prediction, since they either fail to predict on incomplete records or ignore missingness‐induced reduction in prediction accuracy and rely on (unrealistic) assumptions about the missing mechanism. Here, we derive adaptive predictor‐set linear model (aps‐lm), capable of making predictions for incomplete data without the need for imputation. It is derived by using a predictor‐selection operation, the Moore–Penrose pseudoinverse, and the reduced QR decomposition. aps‐lm is an LR generalization that inherently handles missing values. It is applied on a reference data set, where complete predictors and outcome are available, and yields a set of privacy‐preserving parameters. In a second stage, these are shared for making predictions of the outcome on external data sets with missing entries for predictors without imputation. Moreover, aps‐lm computes prediction errors that account for the pattern of missing values even under extreme missingness. We benchmark aps‐lm in a simulation study. aps‐lm showed greater prediction accuracy and reduced bias compared to popular imputation strategies under a wide range of scenarios including variation of sample size, goodness of fit, missing value type, and covariance structure. Finally, as a proof‐of‐principle, we apply aps‐lm in the context of epigenetic aging clocks, linear models that predict a person's biological age from epigenetic data with promising clinical applications.

Standort
Deutsche Nationalbibliothek Frankfurt am Main
Umfang
Online-Ressource
Sprache
Englisch

Erschienen in
Adaptive predictor‐set linear model: An imputation‐free method for linear regression prediction on data sets with missing values ; volume:66 ; number:4 ; year:2024 ; extent:23
Biometrical journal ; 66, Heft 4 (2024) (gesamt 23)

Urheber
Planterose Jiménez, Benjamin
Kayser, Manfred
Vidaki, Athina
Caliebe, Amke

DOI
10.1002/bimj.202300090
URN
urn:nbn:de:101:1-2405301435093.329832602265
Rechteinformation
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Letzte Aktualisierung
14.08.2025, 10:52 MESZ

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Beteiligte

  • Planterose Jiménez, Benjamin
  • Kayser, Manfred
  • Vidaki, Athina
  • Caliebe, Amke

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