The performance of marginal structural models for estimating risk differences and relative risks using weighted univariate generalized linear models
Austin PC. Stat Methods Med Res. 2024; Apr 24 [Epub ahead of print].
In biomedical research, the logistic regression model is the most commonly used method for predicting the probability of a binary outcome. While many clinical researchers have expressed an enthusiasm for regression trees, this method may have limited accuracy for predicting health outcomes. We aimed to evaluate the improvement that is achieved by using ensemble-based methods, including bootstrap aggregation (bagging) of regression trees, random forests, and boosted regression trees. We analyzed 30-day mortality in two large cohorts of patients hospitalized with either acute myocardial infarction (N = 16,230) or congestive heart failure (N = 15,848) in two distinct eras (1999-2001 and 2004-2005). We found that both the in-sample and out-of-sample prediction of ensemble methods offered substantial improvement in predicting cardiovascular mortality compared to conventional regression trees. However, conventional logistic regression models that incorporated restricted cubic smoothing splines had even better performance. We conclude that ensemble methods from the data mining and machine learning literature increase the predictive performance of regression trees, but may not lead to clear advantages over conventional logistic regression models for predicting short-term mortality in population-based samples of subjects with cardiovascular disease
Austin PC, Lee DS, Steyerberg EW, Tu JV. Biom J. 2012; 54(5):657-73. Epub 2012 Jul 6.
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