Comparison of methods for the selection of genomic biomarkers

In recent years, a lot of attention is placed on the selection and evaluation of biomarkers in microarray experiments. Two sets of biomarkers are of importance, namely therapeutic and prognostic. The therapeutic biomarkers would give us information on the response of the genes to treatment in relation to the response of the clinical outcome to the same treatments, whereas the prognostic biomarkers enable us to predict the clinical outcome irrespective of treatments and other confounding factors. In this paper, we use different methods that allow for both linear and non-linear associations to select prognostic markers for depression, the response.