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Screening group variables in the proportional hazards model.

Authors :
Ahn, Kwang Woo
Sahr, Natasha
Kim, Soyoung
Source :
Statistics & Probability Letters. Apr2018, Vol. 135, p20-25. 6p.
Publication Year :
2018

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01677152
Volume :
135
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
127701451
Full Text :
https://doi.org/10.1016/j.spl.2017.11.014