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Table 2 Elastic net penalized Cox regression with repeated nested cross-validation: models (out of 100 repetitions) that improved prediction accuracy for incident dementia compared to an age-only model

From: Circulating serum metabolites as predictors of dementia: a machine learning approach in a 21-year follow-up of the Whitehall II cohort study

Repetition number

α*

λ*

c-statistic of the best model†

c-statistic age-only model‡

p-value§

Number of predictors in the selected model¶

2

0.9

0.00617437

0.760

0.749

0.01

4

4

1

0.00617437

0.724

0.715

0.007

4

10

1

0.00677636

0.747

0.741

0.04

4

16

1

0.00512607

0.775

0.765

0.02

7

18

0.7

0.01299645

0.742

0.738

0.007

3

22

1

0.00816215

0.703

0.696

0.02

2

23

1

0.00425575

0.779

0.763

0.001

8

30

1

0.00617437

0.746

0.736

0.009

5

38

1

0.00617437

0.718

0.711

0.04

4

50

1

0.00562585

0.745

0.734

0.01

5

57

1

0.00467068

0.747

0.731

0.0006

9

67

0.5

0.00983134

0.755

0.743

0.004

6

74

0.8

0.00816215

0.735

0.726

0.02

3

91

1

0.00677636

0.724

0.714

0.008

3

94

0.7

0.00677636

0.762

0.751

0.03

9

96

0.5

0.00743705

0.735

0.722

0.04

12

  1. *These are hyperparameters, allowing selection of the model with the lowest partial likelihood deviance in the inner loop; α ranges from 0 to 1 and when it is 0 all predictors are retained in the model, λ controls the coefficient shrinkage
  2. †c-statistic, in the validation fold of the outer loop, of the best model (lowest partial likelihood deviance in the training folds of the outer loop)
  3. ‡c-statistic of the age-only model in the validation fold of the best outer loop model
  4. §p-value for difference in C-statistic between the best model and the age-only model
  5. ¶Age was forced to be selected in all models.