Accommodating covariates roc analysis screenupdating vba msdn
In this paper, we obtain one single objective function with the group SCAD to select grouped variables, which adapts to popular criteria of model selection, and propose a two-stage framework to apply the focused information criterion (FIC).
Some asymptotic properties of the proposed methods are derived.
Regression models are introduced into the receiver operating characteristic (ROC) analysis to accommodate effects of covariates, such as genes.
If many covariates are available, the variable selection issue arises.