Accounting for clustering in automated variable selection using hospital data: a comparison of different LASSO approaches

BACKGROUND: Automated feature selection methods such as the Least Absolute Shrinkage and Selection Operator (LASSO) have recently gained importance in the prediction of quality-related outcomes as well as the risk-adjustment of quality indicators in healthcare. The methods that have been used so far, however, do not account for the fact that patient data are typically nested within hospitals. METHODS: Therefore, we aimed to demonstrate how to account for the multilevel structure of hospital data with LASSO and compare the results of this procedure with a LASSO variant that ignores the multilevel structure of the data. We used three different data sets (from acute myocardial infarcation, COPD, and stroke patients) with two dependent variables (one numeric and one binary), on which different LASSO variants with and without consideration of the nested data structure were applied. Using a 20-fold sub-sampling procedure, we tested the predictive performance of the different LASSO variants and examined differences in variable importance. RESULTS: For the metric dependent variable Duration Stay, we found that inserting hospitals led to better predictions, whereas for the binary variable Mortality, all methods performed equally well. However, in some instances, the variable importances differed greatly between the methods. CONCLUSION: We showed that it is possible to take the multilevel structure of data into account in automated predictor selection and that this leads, at least partly, to better predictive performance. From the perspective of variable importance, including the multilevel structure is crucial to select predictors in an unbiased way under consideration of the structural differences between hospitals. SUPPLEMENTARY INFORMATION: The online version contains supplementary material available at 10.1186/s12874-023-02081-6.