Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective to identify covariates that are associated with risk of experiencing event interest. The proportional hazard being used extensively in analysis studying relationship between times and covariates, where assumes covariate has a log-linear effect on function. However, this line...

We propose two variable selection methods in multivariate linear regression with high-dimensional covariates. The first method uses a multiple correlation coefficient to fast reduce the dimension of relevant predictors moderate or low level. second extends univariate forward Wang [(2009). Forward for ultra-high dimensional screening. Journal American Statistical Association, 104(488), 1512–1524...