Covariate selection for semiparametric hazard function regression models

Journal of Multivariate Analysis

Volumn 92, Issue 1, 2005, Pages 186-204

  Bunea, Florentina ^a   McKeague, Ian W ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Additive risk model; Cox model; Model selection; Penalized likelihood; Penalized partial likelihood; Survival analysis

Indexed keywords

EID: 6444234145     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2003.09.006     Document Type: Article

References (17)

1. Anderson P.K. Borgan O. Gill R.D. Keiding N. Statistical Models Based on Counting Processes 1993 Springer Berlin
2. Barron A. Birgé L. Massart P. Risk bounds for model selection via penalization Probab. Theory Relat. Fields 113 1999 301-413
3. Birgé L. Massart P. Minimum contrast estimators on sieves: exponential bounds and rates of convergence Bernoulli 4 1998 329-375
4. Birgé L. Massart P. Gaussian model selection J. Eur. Math. Soc. 3 2001 203-268
5. Bunea F. Penalty choices and consistent covariate selection in semiparametric regression, Florida State University, Technical Report, http://stat.fsu.edu/recentreports.html 2002.
6. De Vore R. Lorentz G.G. Constructive Approximation 1993 Springer Berlin
7. Fan J. Runze L. Variable selection for Cox's proportional hazards model and frailty model Ann. Statist. 30 2002 74-99
8. Faraggi D. Simon R. Bayesian variable selection for censored survival data Biometrics 54 1998 1475-1485
9. Fleming T.R. Harrington D.P. Counting Processes and Survival Analysis 1991 Wiley New York
10. Jacod J. Shiryayev A.N. Limit Theorems for Stochastic Processes 1987 Springer New York
11. Letué F. Modéle de Cox: estimaton par sélection de modéle et modéle de chocs bivarié, Ph.D. Thesis, Laboratoire de Mathématiques de l'Université Paris-Sud, http://www.cmi.univ-mrs.fr/~letue/ 2000
12. Martinussen T. Scheike T.H. Skovgaard I.M. Efficient estimation of fixed and time-varying covariate effects in multiplicative intensity models Scand. J. Statist. 29 2002 57-74
13. McKeague I.W. Sasieni P.D. A partly parametric additive risk model Biometrika 81 1994 510-514
14. GRaftery A.E. Madigan D. Volinsky C.T. Accounting for model uncertainty in survival analysis improves predictive performance, in: Bernardo et al. (Eds.), Bayesian Statistics 5-Proceedings of the Fifth Valencia International Meeting, Valencia, Spain, Oxford Science Publications, Oxford, 1996, pp. 323-349.
15. Raftery A. Madigan D. Volinsky C.T. Kronmal R.A. Bayesian model averaging in proportional hazard models: predicting the risk of a stroke Appl. Statist. 46 1997 443-448
16. Senoussi R. Probléme d'identification dans le modéle de Cox Ann. Inst. Henri Poincaré 16 1990 45-64
17. Tibshirani R. The lasso method for variable selection in the Cox model Statist. Med. 16 1997 385-395