Screening group variables in the proportional hazards model

Kwang Woo Ahn, Natasha Sahr and Soyoung Kim

Statistics & Probability Letters, 2018, vol. 135, issue C, 20-25

Abstract: We propose a method to screen group variables under the high dimensional group variable setting for the proportional hazards model. We study the sure screening property of the proposed method for independent and clustered survival data. The simulation study shows that the proposed method performs better for group variable screening than some existing procedures.

Keywords: Proportional hazards model; Sure screening property; Joint screening; High dimensional data (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2017.11.014

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