High dimensional regression: predicting tumour growth inhibition and response using microarray analysis

manpreet Best Answer 2 years ago

I am working with a data ref="https://forum.tuteehub.com/tag/set">set that has 18500 dimensions and 450 observations(p>>n). I am coding on R and I am looking at using LASSO, Ridge and Elastic net regression. I am also looking into performing some form of variable selection with PCA or SVD. I know that I want to compare different ref="https://forum.tuteehub.com/tag/models">models, first using Ridge, LASSO and Elastic Net on the full data ref="https://forum.tuteehub.com/tag/set">set. I am considering comparing these ref="https://forum.tuteehub.com/tag/models">models to a model fitted after performing PCA or SVD. In what manner should I compare my ref="https://forum.tuteehub.com/tag/models">models considering the ref="https://forum.tuteehub.com/tag/fact">fact that I am attempting to perform a prediction task? I am considering comparing MSE values as well as the correlation between y and y_hat values.

I was also wondering if anybody could recommend a place where I could find some useful ref="https://forum.tuteehub.com/tag/code">code and packages in order to undertake this task in R? Any help would be much appreciated. Thanks