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Variable selection in discrete survival models including heterogeneity

Author

Listed:
  • Andreas Groll

    () (Ludwig-Maximilians-Universität München)

  • Gerhard Tutz

    () (Ludwig-Maximilians-Universität München)

Abstract

Abstract Several variable selection procedures are available for continuous time-to-event data. However, if time is measured in a discrete way and therefore many ties occur models for continuous time are inadequate. We propose penalized likelihood methods that perform efficient variable selection in discrete survival modeling with explicit modeling of the heterogeneity in the population. The method is based on a combination of ridge and lasso type penalties that are tailored to the case of discrete survival. The performance is studied in simulation studies and an application to the birth of the first child.

Suggested Citation

  • Andreas Groll & Gerhard Tutz, 2017. "Variable selection in discrete survival models including heterogeneity," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(2), pages 305-338, April.
  • Handle: RePEc:spr:lifeda:v:23:y:2017:i:2:d:10.1007_s10985-016-9359-y
    DOI: 10.1007/s10985-016-9359-y
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    References listed on IDEAS

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