Adaptive group bridge selection in the semiparametric accelerated failure time model

Longlong Huang, Karen Kopciuk and Xuewen Lu

Journal of Multivariate Analysis, 2020, vol. 175, issue C

Abstract: The group bridge penalized method has been studied in the multiple linear regression model and the semiparametric accelerated failure time (AFT) model and demonstrated the capability to remove unimportant groups, however, it cannot effectively remove unimportant variables within the important groups. To overcome this limitation, we propose the adaptive group bridge method in the AFT model. We show that the adaptive group bridge method enjoys the powerful oracle property. Simulation studies indicate that the adaptive group bridge approach for the AFT model can correctly identify both important groups and important within-group individual variables even with high censoring rates in high-dimensional data. The PBC data is analyzed to illustrate the application of the proposed method.

Keywords: Accelerated failure time model; Adaptive group bridge penalty; Group selection; High-dimensional data; Oracle property; Right censoring; Variable selection (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X19302970
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x19302970

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2019.104562

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().