| Summary: | Clinical covariates such as age, gender, tumor grade, and smoking history have been extensively used in prediction of disease occurrence and progression. On the other hand, genomic biomarkers selected from microarray measurements may provide an alternative, satisfactory way of disease prediction. Recent studies show that better prediction can be achieved by using both clinical and genomic biomarkers. However, due to different characteristics of clinical and genomic measurements, combining those covariates in disease prediction is very challenging. We propose a new regularization method, Covariate-Adjusted Threshold Gradient Directed Regularization (Cov-TGDR), for combining different type of covariates in disease prediction. The proposed approach is capable of simultaneous biomarker selection and predictive model building. It allows different degrees of regularization for different type of covariates. We consider biomedical studies with binary outcomes and right censored survival outcomes as examples. Logistic model and Cox model are assumed, respectively. Analysis of the Breast Cancer data and the Follicular lymphoma data show that the proposed approach can have better prediction performance than using clinical or genomic covariates alone.
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