Screening group variables in the proportional hazards model

被引：2

作者：

Ahn, Kwang Woo ^{[1
]}

Sahr, Natasha ^{[1
]}

Kim, Soyoung ^{[1
]}

机构：

[1] Med Coll Wisconsin, Div Biostat, 8701 Watertown Plank Rd, Milwaukee, WI 53132 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2018年 / 135卷

关键词：

Proportional hazards model; Sure screening property; Joint screening; High dimensional data; COX REGRESSION;

D O I：

10.1016/j.spl.2017.11.014

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a method to screen group variables under the high dimensional group variable setting for the proportional hazards model. We study the sure screening property of the proposed method for independent and clustered survival data. The simulation study shows that the proposed method performs better for group variable screening than some existing procedures. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：20 / 25

页数：6

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