A NEW METHOD FOR COVARIATE SELECTION IN COX MODEL
نویسندگان
چکیده
منابع مشابه
The lasso method for variable selection in the Cox model.
I propose a new method for variable selection and shrinkage in Cox's proportional hazards model. My proposal minimizes the log partial likelihood subject to the sum of the absolute values of the parameters being bounded by a constant. Because of the nature of this constraint, it shrinks coefficients and produces some coefficients that are exactly zero. As a result it reduces the estimation vari...
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ژورنال
عنوان ژورنال: Statistics in Transition New Series
سال: 2018
ISSN: 1234-7655,2450-0291
DOI: 10.21307/stattrans-2018-017