Ranking based variable selection for censored data using AFT models.

Numerous variable selection techniques have been developed for complete high-dimensional data but very few of them for censored data. The techniques for complete data must be modified if censoring is present. In this paper, we consider the variable selection technique for accelerated failure time (AFT) models by extending the ranking-based variable selection (RBVS) algorithm and its iterative procedure as proposed in the work of Baranowski et al. through the Stute's weighted least square technique. Simulation studies are conducted to demonstrate the performance of the proposed methods. We further illustrate the performance of this method with a mantle cell lymphoma microarray example. When there is no correlation among the covariates, the proposed method outperforms the iterative sure independence screening and stability selection methods in terms of overall performance for high-dimensional data. Real data analysis also suggests that the proposed method can be chosen for high-dimensional censored data analysis in parallel to other methods in the literature. [ABSTRACT FROM AUTHOR]