Variable selection - A review and recommendations for the practicing statistician

Global, Parameterwise and Joint Shrinkage Factor Estimation

(2016) Daniela Dunkler et al.   Journal of Statistical Software

Five myths about variable selection

(2016) Georg Heinze et al.   TRANSPLANT INTERNATIONAL

Pathway-Based Genomics Prediction using Generalized Elastic Net

(2016) Artem Sokolov et al.   PLoS Computational Biology

Statistical Foundations for Model-Based Adjustments

(2015) Sander Greenland et al.   Annual Review of Public Health

Subsampling versus bootstrapping in resampling-based model selection for multivariable regression

(2015) Riccardo De Bin et al.   BIOMETRICS

Statistical learning and selective inference

(2015) Jonathan Taylor et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

On stability issues in deriving multivariable regression models

(2014) Willi Sauerbrei et al.   BIOMETRICAL JOURNAL

Augmented Backward Elimination: A Pragmatic and Purposeful Way to Develop Statistical Models

(2014) Daniela Dunkler et al.   PLoS One

STRengthening Analytical Thinking for Observational Studies: the STRATOS initiative

(2014) Willi Sauerbrei et al.   STATISTICS IN MEDICINE

Is a Cutoff of 10% Appropriate for the Change-in-Estimate Criterion of Confounder Identification?

(2013) Paul H. Lee   JOURNAL OF EPIDEMIOLOGY

Combining directed acyclic graphs and the change-in-estimate procedure as a novel approach to adjustment-variable selection in epidemiology

(2012) David Evans et al.   BMC Medical Research Methodology

Risk prediction models: II. External validation, model updating, and impact assessment

(2012) Karel G M Moons et al.   HEART

Reporting Recommendations for Tumor Marker Prognostic Studies (REMARK): Explanation and Elaboration

(2012) Douglas G. Altman et al.   PLOS MEDICINE

A New Criterion for Confounder Selection

(2011) Tyler J. VanderWeele et al.   BIOMETRICS

Covariate selection for the nonparametric estimation of an average treatment effect

(2011) X. De Luna et al.   BIOMETRIKA

Performance of logistic regression modeling: beyond the number of events per variable, the role of data structure

(2011) Delphine S. Courvoisier et al.   JOURNAL OF CLINICAL EPIDEMIOLOGY

To Explain or to Predict?

(2011) Galit Shmueli   STATISTICAL SCIENCE

Stability selection

(2010) Nicolai Meinshausen et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

On model selection and model misspecification in causal inference

(2010) Stijn Vansteelandt et al.   STATISTICAL METHODS IN MEDICAL RESEARCH

Incorporating pathway information into boosting estimation of high-dimensional risk prediction models

(2009) Harald Binder et al.   BMC BIOINFORMATICS

Sparse regression techniques in low-dimensional survival data settings

(2009) Christine Porzelius et al.   STATISTICS AND COMPUTING

On properties of predictors derived with a two-step bootstrap model averaging approach—A simulation study in the linear regression model

(2007) Anika Buchholz et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS