Please use this identifier to cite or link to this item: https://doi.org/10.1002/sim.2834
Title: Path consistent model selection in additive risk model via Lasso
Authors: Leng, C. 
Ma, S.
Keywords: Additive risk model
Lasso
Oracle properties
Variable selection
Issue Date: 10-Sep-2007
Citation: Leng, C., Ma, S. (2007-09-10). Path consistent model selection in additive risk model via Lasso. Statistics in Medicine 26 (20) : 3753-3770. ScholarBank@NUS Repository. https://doi.org/10.1002/sim.2834
Abstract: As a flexible alternative to the Cox model, the additive risk model assumes that the hazard function is the sum of the baseline hazard and a regression function of covariates. For right censored survival data when variable selection is needed along with model estimation, we propose a path consistent model selector using a modified Lasso approach, under the additive risk model assumption. We show that the proposed estimator possesses the oracle variable selection and estimation property. Applications of the proposed approach to three right censored survival data sets show that the proposed modified Lasso yields parsimonious models with satisfactory estimation and prediction results. Copyright © 2007 John Wiley & Sons, Ltd.
Source Title: Statistics in Medicine
URI: http://scholarbank.nus.edu.sg/handle/10635/105294
ISSN: 02776715
DOI: 10.1002/sim.2834
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

12
checked on Sep 22, 2018

WEB OF SCIENCETM
Citations

13
checked on Sep 12, 2018

Page view(s)

45
checked on Jul 27, 2018

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.