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Partially Linear Structure Selection in Cox Models with Varying Coefficients

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  • Heng Lian
  • Peng Lai
  • Hua Liang

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  • Heng Lian & Peng Lai & Hua Liang, 2013. "Partially Linear Structure Selection in Cox Models with Varying Coefficients," Biometrics, The International Biometric Society, vol. 69(2), pages 348-357, June.
    • Handle: RePEc:bla:biomet:v:69:y:2013:i:2:p:348-357
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    File URL: http://hdl.handle.net/10.1111/biom.12024
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    References listed on IDEAS

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    2. Yuhong Yang, 2005. "Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation," Biometrika, Biometrika Trust, vol. 92(4), pages 937-950, December.
    3. Wang, Hansheng & Xia, Yingcun, 2009. "Shrinkage Estimation of the Varying Coefficient Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 747-757.
    4. Wang, Lifeng & Li, Hongzhe & Huang, Jianhua Z., 2008. "Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1556-1569.
    5. Lam, Clifford & Fan, Jianqing, 2009. "Sparsistency and rates of convergence in large covariance matrix estimation," LSE Research Online Documents on Economics 31540, London School of Economics and Political Science, LSE Library.
    6. Lan Wang & Jianhui Zhou & Annie Qu, 2012. "Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis," Biometrics, The International Biometric Society, vol. 68(2), pages 353-360, June.
    7. Zhu, Li-Ping & Zhu, Li-Xing, 2009. "Nonconcave penalized inverse regression in single-index models with high dimensional predictors," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 862-875, May.
    8. Zhang, Hao Helen & Cheng, Guang & Liu, Yufeng, 2011. "Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1099-1112.
    9. Sun, Jie & Kopciuk, Karen A. & Lu, Xuewen, 2008. "Polynomial spline estimation of partially linear single-index proportional hazards regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 176-188, September.
    10. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    11. Hansheng Wang & Runze Li & Chih-Ling Tsai, 2007. "Tuning parameter selectors for the smoothly clipped absolute deviation method," Biometrika, Biometrika Trust, vol. 94(3), pages 553-568.
    12. Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
    13. Cai, Jianwen & Fan, Jianqing & Jiang, Jiancheng & Zhou, Haibo, 2007. "Partially Linear Hazard Regression for Multivariate Survival Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 538-551, June.
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    Cited by:

    1. Honda, Toshio & Yabe, Ryota, 2017. "Variable selection and structure identification for varying coefficient Cox models," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 103-122.
    2. HONDA, Toshio & 本田, 敏雄 & YABE, Ryota & 矢部, 竜太, 2017. "Variable selection and structure identification for varying coefficient Cox models," Discussion Papers 2016-05, Graduate School of Economics, Hitotsubashi University.
    3. Li Liu & Hao Wang & Yanyan Liu & Jian Huang, 2021. "Model pursuit and variable selection in the additive accelerated failure time model," Statistical Papers, Springer, vol. 62(6), pages 2627-2659, December.

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