Variable selection for frailty transformation models with application to diabetic complications | |
Liu, Xu1; Song, Xinyuan2,3; Xie, Shangyu4,5; Zhou, Yong1,6 | |
刊名 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
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2016-09 | |
卷号 | 44期号:3页码:375-394 |
关键词 | Diabetic complications Gamma frailty MM algorithm SCAD transformation models variable selection MSC 2010: Primary 62G08 secondary 62N01 |
ISSN号 | 0319-5724 |
DOI | 10.1002/cjs.11291 |
英文摘要 | This article focuses on variable selection in the context of gamma frailty transformation models for multivariate survival times. We propose a method based on a nonconcave penalty function to select relevant regression predictors and simultaneously estimate model parameters and nonparametric functions. Our procedure performs as well as the oracle one in which the true model is assumed to be known. We conduct simulation studies to demonstrate the performance of the proposed methodology. We apply our method to a case study based on the Hong Kong Diabetes Registry, and obtain new insights on the risk factors of cardiovascular-renal complications for type 2 diabetic patients. The Canadian Journal of Statistics 44: 375-394; 2016 (c) 2016 Statistical Society of Canada |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | WILEY |
WOS记录号 | WOS:000380912000007 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/1223] ![]() |
专题 | 上海财经大学 |
通讯作者 | Xie, Shangyu |
作者单位 | 1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China; 2.Chinese Univ Hong Kong, Shenzhen Res Inst, Hong Kong, Hong Kong, Peoples R China; 3.Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China; 4.Univ Int Business & Econ, RCAF, Beijing, Peoples R China; 5.Univ Int Business & Econ, Sch Banking & Finance, Beijing, Peoples R China; 6.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Liu, Xu,Song, Xinyuan,Xie, Shangyu,et al. Variable selection for frailty transformation models with application to diabetic complications[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2016,44(3):375-394. |
APA | Liu, Xu,Song, Xinyuan,Xie, Shangyu,&Zhou, Yong.(2016).Variable selection for frailty transformation models with application to diabetic complications.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,44(3),375-394. |
MLA | Liu, Xu,et al."Variable selection for frailty transformation models with application to diabetic complications".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 44.3(2016):375-394. |
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