Group variable selection for the Cox model with interval‐censored failure time data

Yuxiang Wu, Hui Zhao and Jianguo Sun

Biometrics, 2023, vol. 79, issue 4, 3082-3095

Abstract: Group variable selection is often required in many areas, and for this many methods have been developed under various situations. Unlike the individual variable selection, the group variable selection can select the variables in groups, and it is more efficient to identify both important and unimportant variables or factors by taking into account the existing group structure. In this paper, we consider the situation where one only observes interval‐censored failure time data arising from the Cox model, for which there does not seem to exist an established method. More specifically, a penalized sieve maximum likelihood variable selection and estimation procedure is proposed and the oracle property of the proposed method is established. Also, an extensive simulation study is performed and suggests that the proposed approach works well in practical situations. An application of the method to a set of real data is provided.

Date: 2023
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