Statistical methods for dimensionality reduction in complex surveys: application of survey-weighted sure independence screening
摘要
Analysis of high-dimensional survey data is difficult because of multicollinearity, redundant predictors, and the need to account for complex sampling. This study aimed to adapt survey-weighted variable screening, specifically sure independence screening (SIS), for use with complex survey designs and evaluate its performance in identifying childhood diarrhea predictors. Data were obtained from the multiple indicator cluster survey (MICS), which included a sample of 8923 children. The analysis focused on diarrhea using MICS data as a case study. SIS was implemented with survey weights, redundancy checks, iterative refinement, and replicate-weight stability and compared with principal component filtering (PCF) using the AUC Brier Score, and AIC. Compared with PCF, SIS achieved superior discrimination, calibration, and fit while maintaining interpretable covariates. These findings demonstrate that survey-weighted SIS provides a computationally efficient and interpretable method for dimensionality reduction in complex surveys, outperforming component-based alternatives.