Advanced Search
MyIDEAS: Login

Covariate selection for semiparametric hazard function regression models

Contents:

Author Info

  • Bunea, Florentina
  • McKeague, Ian W.
Registered author(s):

    Abstract

    We study a flexible class of nonproportional hazard function regression models in which the influence of the covariates splits into the sum of a parametric part and a time-dependent nonparametric part. We develop a method of covariate selection for the parametric part by adjusting for the implicit fitting of the nonparametric part. Asymptotic consistency of the proposed covariate selection method is established, leading to asymptotically normal estimators of both parametric and nonparametric parts of the model in the presence of covariate selection. The approach is applied to a real data set and a simulation study is presented.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6WK9-4B0X54P-3/2/ba68e3bec1915c6b05bbfcef03839fbf
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 92 (2005)
    Issue (Month): 1 (January)
    Pages: 186-204

    as in new window
    Handle: RePEc:eee:jmvana:v:92:y:2005:i:1:p:186-204

    Contact details of provider:
    Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

    Order Information:
    Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
    Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01

    Related research

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

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
    2. Hannes Leeb & Benedikt M. Poetscher, 2005. "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers 1500, Cowles Foundation for Research in Economics, Yale University, revised Apr 2007.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:92:y:2005:i:1:p:186-204. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.