Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random

Jianglin Fang ()
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Jianglin Fang: Hunan Institute of Engineering

Statistical Papers, 2021, vol. 62, issue 3, No 4, 1166 pages

Abstract: Abstract In modern statistical applications, the dimension of covariates can be much larger than the sample size, and extensive research has been done on screening methods which can effectively reduce the dimensionality. However, the existing feature screening procedure can not be used to handle the ultrahigh-dimensional survival data problems when failure indicators are missing at random. This motivates us to develop a feature screening procedure to handle this case. In this paper, we propose a feature screening procedure by sieved nonparametric maximum likelihood technique for ultrahigh-dimensional survival data with failure indicators missing at random. The proposed method has several desirable advantages. First, it does not rely on any model assumption and works well for nonlinear survival regression models. Second, it can be used to handle the incomplete survival data with failure indicators missing at random. Third, the proposed method is invariant under the monotone transformation of the response and satisfies the sure screening property. Simulation studies are conducted to examine the performance of our approach, and a real data example is also presented for illustration.

Keywords: Ultrahigh-dimensional data; Censored data; Missing data; Feature screening; Active variable set (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-019-01128-5

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