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Regularized win ratio regression for variable selection and risk prediction, with an application to a cardiovascular trial
by
Mao, Lu
in
Algorithms
/ Cardiovascular Diseases - diagnosis
/ Cardiovascular Diseases - mortality
/ Cardiovascular research
/ Clinical trials
/ Computer Simulation
/ Concordance index
/ Elastic net
/ Feature selection
/ Fines & penalties
/ Generalized linear models
/ Health Sciences
/ Hierarchical composite endpoints
/ Humans
/ Lasso
/ Medicine
/ Medicine & Public Health
/ Methods
/ Models, Statistical
/ Performance evaluation
/ Proportional Hazards Models
/ Proportional win-fractions
/ Regression Analysis
/ Risk Assessment - methods
/ Statistical methods
/ Statistical Theory and Methods
/ Statistics for Life Sciences
/ Theory of Medicine/Bioethics
/ Variables
2025
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Regularized win ratio regression for variable selection and risk prediction, with an application to a cardiovascular trial
by
Mao, Lu
in
Algorithms
/ Cardiovascular Diseases - diagnosis
/ Cardiovascular Diseases - mortality
/ Cardiovascular research
/ Clinical trials
/ Computer Simulation
/ Concordance index
/ Elastic net
/ Feature selection
/ Fines & penalties
/ Generalized linear models
/ Health Sciences
/ Hierarchical composite endpoints
/ Humans
/ Lasso
/ Medicine
/ Medicine & Public Health
/ Methods
/ Models, Statistical
/ Performance evaluation
/ Proportional Hazards Models
/ Proportional win-fractions
/ Regression Analysis
/ Risk Assessment - methods
/ Statistical methods
/ Statistical Theory and Methods
/ Statistics for Life Sciences
/ Theory of Medicine/Bioethics
/ Variables
2025
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Regularized win ratio regression for variable selection and risk prediction, with an application to a cardiovascular trial
by
Mao, Lu
in
Algorithms
/ Cardiovascular Diseases - diagnosis
/ Cardiovascular Diseases - mortality
/ Cardiovascular research
/ Clinical trials
/ Computer Simulation
/ Concordance index
/ Elastic net
/ Feature selection
/ Fines & penalties
/ Generalized linear models
/ Health Sciences
/ Hierarchical composite endpoints
/ Humans
/ Lasso
/ Medicine
/ Medicine & Public Health
/ Methods
/ Models, Statistical
/ Performance evaluation
/ Proportional Hazards Models
/ Proportional win-fractions
/ Regression Analysis
/ Risk Assessment - methods
/ Statistical methods
/ Statistical Theory and Methods
/ Statistics for Life Sciences
/ Theory of Medicine/Bioethics
/ Variables
2025
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Regularized win ratio regression for variable selection and risk prediction, with an application to a cardiovascular trial
Journal Article
Regularized win ratio regression for variable selection and risk prediction, with an application to a cardiovascular trial
2025
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Overview
Background
The win ratio has been widely used in the analysis of hierarchical composite endpoints, which prioritize critical outcomes such as mortality over nonfatal, secondary events. Although a regression framework exists to incorporate covariates, it is limited to low-dimensional datasets and may struggle with numerous predictors. This gap necessitates a robust variable selection method tailored to the win ratio framework.
Methods
We propose an elastic net-type regularization approach for win ratio regression, extending the proportional win-fractions (PW) model in low-dimensional settings. The method addresses key challenges, including adapting pairwise comparisons to penalized regression, optimizing model selection through subject-level cross-validation, and defining performance metrics via a generalized concordance index. The procedures are implemented in the
wrnet
R-package, publicly available at
https://lmaowisc.github.io/wrnet/
.
Results
Simulation studies demonstrate that
wrnet
outperforms traditional (regularized) Cox regression for time-to-first-event analysis, particularly in scenarios with differing covariate effects on mortality and nonfatal events. When applied to data from the HF-ACTION trial, the method identified prognostic variables and achieved superior predictive accuracy compared to regularized Cox models, as measured by overall and component-specific concordance indices.
Conclusion
The
wrnet
approach combines the interpretability and clinical relevance of the win ratio with the scalability and robustness of elastic net regularization. The accompanying R-package provides a user-friendly interface for routine application of the procedures, whenever appropriate. Future research could explore additional applications or refine the methodology to address non-proportionalities in win-loss risks and nonlinearities in covariate effects.
Publisher
BioMed Central,BioMed Central Ltd,Springer Nature B.V,BMC
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