Regression on imperfect class labels derived by unsupervised clustering.

Outcome regressed on class labels identified by unsupervised clustering is custom in many applications. However, it is common to ignore the misclassification of class labels caused by the learning algorithm, which potentially leads to serious bias of the estimated effect parameters. Due to their generality we suggest to address the problem by use of regression calibration or the misclassification simulation and extrapolation method. Performance is illustrated by simulated data from Gaussian mixture models, documenting a reduced bias and improved coverage of confidence intervals when adjusting for misclassification with either method. Finally, we apply our method to data from a previous study, which regressed overall survival on class labels derived from unsupervised clustering of gene expression data from bone marrow samples of multiple myeloma patients.