Variable Importance and Prediction Methods for Longitudinal Problems with Missing Variables

Variable Importance and Prediction Methods for Longitudinal Problems with Missing Variables

We present prediction and variable importance (VIM) methods for longitudinal data sets containing continuous and binary exposures subject to missingness. We demonstrate the use of these methods for prognosis of medical outcomes of severe trauma patients, a field in which current medical practice involves rules of thumb and scoring methods that only use a few variables and ignore the dynamic and...

Methods for Handling Missing Variables in Risk Prediction Models.

Prediction models should be externally validated before being used in clinical practice. Many published prediction models have never been validated. Uncollected predictor variables in otherwise suitable validation cohorts are the main factor precluding external validation. We used individual patient data from 9 different cohort studies conducted in the United States, Europe, and Latin America t...

Kernel Methods for Missing Variables

We present methods for dealing with missing variables in the context of Gaussian Processes and Support Vector Machines. This solves an important problem which has largely been ignored by kernel methods: How to systematically deal with incomplete data? Our method can also be applied to problems with partially observed labels as well as to the transductive setting where we view the labels as miss...

Random Forest variable importance with missing data

Random Forests are commonly applied for data prediction and interpretation. The latter purpose is supported by variable importance measures that rate the relevance of predictors. Yet existing measures can not be computed when data contains missing values. Possible solutions are given by imputation methods, complete case analysis and a newly suggested importance measure. However, it is unknown t...

A Comparison Of Methods For Longitudinal Analysis With Missing Data