Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models

Wenjing Yin (), Sihai Dave Zhao () and Feng Liang ()
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Wenjing Yin: University of Illinois, Urbana-Champaign
Sihai Dave Zhao: University of Illinois, Urbana-Champaign
Feng Liang: University of Illinois, Urbana-Champaign

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2022, vol. 28, issue 2, No 6, 282-318

Abstract: Abstract For high dimensional gene expression data, one important goal is to identify a small number of genes that are associated with progression of the disease or survival of the patients. In this paper, we consider the problem of variable selection for multivariate survival data. We propose an estimation procedure for high dimensional accelerated failure time (AFT) models with bivariate censored data. The method extends the Buckley-James method by minimizing a penalized $$L_2$$ L 2 loss function with a penalty function induced from a bivariate spike-and-slab prior specification. In the proposed algorithm, censored observations are imputed using the Kaplan-Meier estimator, which avoids a parametric assumption on the error terms. Our empirical studies demonstrate that the proposed method provides better performance compared to the alternative procedures designed for univariate survival data regardless of whether the true events are correlated or not, and conceptualizes a formal way of handling bivariate survival data for AFT models. Findings from the analysis of a myeloma clinical trial using the proposed method are also presented.

Keywords: Buckley-James estimator; Bayesian penalization; Multivariate survival data; Variable selection (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10985-022-09549-5

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