Selective prediction as a triage gate for primary-care depression screening: quantifying and mitigating selection bias in CHARLS-2011

Background Primary care in China lacks structured mental-health assessment, and the machine-learning models that could support such screening are typically developed on heavily selected samples. Cumulative inclusion and exclusion criteria, though usually treated as neutral data-cleaning steps, can create heterogeneity in predictive reliability among retained participants. Using the China Health and Retirement Longitudinal Study (CHARLS) 2011 baseline, we quantified how selection funnels distort epidemiological associations and inflate machine-learning metrics, and tested selective prediction as mitigation. Methods Using the CHARLS 2011 baseline with temporal external validation in CHARLS-2018, we built a four-level selection funnel (L0-L3), evaluated five classifiers with nested cross-validation and SMOTE, and compared model-embedded uncertainty with a decoupled predictor-selector framework; XGBoost cross-validation residuals drove risk stratification and classification and regression tree (CART) rules. Results Sample sizes fell from L0 n=17,705 to L3 n=4,256 (24.0%). The cancer-depression odds ratio attenuated from 1.78 (95% CI 1.32-2.41) to 1.39 (0.74-2.63), losing significance. AUC rose with selection but not after multiple-comparison correction, whereas calibration error increased for four of five models. Model-embedded uncertainty succeeded only for XGBoost; with the decoupled XGBoost residual selector, all five models achieved selective prediction at approximately 20% coverage (test AUC 0.90, 95% CI 0.85-0.95), abstaining on approximately 80% of cases for individual safety. Risk stratification was stable (residual Spearman correlations >0.95; multi-seed Jaccard 0.88), and CART rules used self-rated health, education, pain, and marital status. Conclusions The findings support a deployable primary-care triage pathway: a four-variable rule identifies patients suitable for algorithm-assisted scoring (approximately 20% coverage) and routes the remainder to human evaluation. Methodologically, cumulative selection bias produces a dual distortion: epidemiological associations are compressed and machine-learning metrics inflated. Selective prediction is limited mainly by uncertainty-indicator design. Performance metrics should be reported with selection level, coverage, and calibration trajectory. Decoupled selective prediction with CART rule extraction provides an actionable framework for quality-controlled, tiered-care deployment. Keywords: selective prediction, selection bias, CHARLS, depression, predictor-selector decoupling, uncertainty quantification, classification and regression tree, triage, clinical decision support, health management.