The exploration of biomarkers, which are clinically useful biomolecules, and the development of prediction models using them are important problems in biomedical research. Biomarkers are widely used for disease screening, and some are related not only to the presence or absence of a disease but also to its severity. These biomarkers can be useful for prioritization of treatment and clinical decision-making. Considering a model helpful for both disease screening and severity prediction, this paper focuses on regression modeling for an ordinal response equipped with a hierarchical structure. If the response variable is a combination of the presence of disease and severity such as \{{\it healthy, mild, intermediate, severe}\}, for example, the simplest method would be to apply the conventional ordinal regression model. However, the conventional model has flexibility issues and may not be suitable for the problems addressed in this paper, where the levels of the response variable might be heterogeneous. Therefore, this paper proposes a model assuming screening and severity prediction as different tasks, and an estimation method based on structural sparse regularization that leverages any common structure between the tasks when such commonality exists. In numerical experiments, the proposed method demonstrated stable performance across many scenarios compared to existing ordinal regression methods.
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