Regularized win ratio regression for variable selection and risk prediction, with an application to a cardiovascular trial
Year: 2025
Type: article
Abstract: 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.
Source: BMC Medical Research Methodology
Author: Lu Mao
Institution: University of Wisconsin–Madison
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $3,090
Awards: G3071600791, G9000001957
OpenAlex ID: W4409520868
