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Variable selection in discrete survival models including heterogeneity

Andreas Groll () and Gerhard Tutz ()
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Andreas Groll: Ludwig-Maximilians-Universität München
Gerhard Tutz: Ludwig-Maximilians-Universität München

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2017, vol. 23, issue 2, No 7, 305-338

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.

Keywords: Variable selection; Discrete survival; Heterogeneity; Lasso (search for similar items in EconPapers)
Date: 2017
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