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Model Selection for Cox Models with Time-Varying Coefficients

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  • Jun Yan
  • Jian Huang

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  • Jun Yan & Jian Huang, 2012. "Model Selection for Cox Models with Time-Varying Coefficients," Biometrics, The International Biometric Society, vol. 68(2), pages 419-428, June.
    • Handle: RePEc:bla:biomet:v:68:y:2012:i:2:p:419-428
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2011.01692.x
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    References listed on IDEAS

    as
    1. Lu Tian & David Zucker & L.J. Wei, 2005. "On the Cox Model With Time-Varying Regression Coefficients," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 172-183, March.
    2. P. Tseng, 2001. "Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 475-494, June.
    3. Hao Helen Zhang & Wenbin Lu, 2007. "Adaptive Lasso for Cox's proportional hazards model," Biometrika, Biometrika Trust, vol. 94(3), pages 691-703.
    4. Zongwu Cai & Yanqing Sun, 2003. "Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 93-111, March.
    5. Wang, Lifeng & Li, Hongzhe & Huang, Jianhua Z., 2008. "Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1556-1569.
    6. Torben Martinussen, 2002. "A flexible additive multiplicative hazard model," Biometrika, Biometrika Trust, vol. 89(2), pages 283-298, June.
    7. Zhang, Hao Helen & Cheng, Guang & Liu, Yufeng, 2011. "Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1099-1112.
    8. W. Sauerbrei & P. Royston, 1999. "Building multivariable prognostic and diagnostic models: transformation of the predictors by using fractional polynomials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(1), pages 71-94.
    9. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    10. Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
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    Citations

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    Cited by:

    1. Honda, Toshio & Härdle, Wolfgang Karl, 2012. "Variable selection in Cox regression models with varying coefficients," SFB 649 Discussion Papers 2012-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. HONDA, Toshio & 本田, 敏雄 & YABE, Ryota & 矢部, 竜太, 2017. "Variable selection and structure identification for varying coefficient Cox models," Discussion Papers 2016-05, Graduate School of Economics, Hitotsubashi University.
    3. Jie Ren & Fei Zhou & Xiaoxi Li & Shuangge Ma & Yu Jiang & Cen Wu, 2023. "Robust Bayesian variable selection for gene–environment interactions," Biometrics, The International Biometric Society, vol. 79(2), pages 684-694, June.
    4. Honda, Toshio & Yabe, Ryota, 2017. "Variable selection and structure identification for varying coefficient Cox models," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 103-122.
    5. Xin Cheng & Wenbin Lu & Mengling Liu, 2015. "Identification of homogeneous and heterogeneous variables in pooled cohort studies," Biometrics, The International Biometric Society, vol. 71(2), pages 397-403, June.
    6. Wenbo Wu & Jeremy M. G. Taylor & Andrew F. Brouwer & Lingfeng Luo & Jian Kang & Hui Jiang & Kevin He, 2022. "Scalable proximal methods for cause-specific hazard modeling with time-varying coefficients," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(2), pages 194-218, April.
    7. Xie Xiaodong & Zheng Shaozhi, 2017. "Group MCP for Cox Models with Time-Varying Coefficients," Journal of Systems Science and Information, De Gruyter, vol. 4(5), pages 476-488, October.
    8. Qu, Lianqiang & Wang, Xiaoyu & Sun, Liuquan, 2022. "Variable screening for varying coefficient models with ultrahigh-dimensional survival data," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
    9. Yang, Guangren & Zhang, Ling & Li, Runze & Huang, Yuan, 2019. "Feature screening in ultrahigh-dimensional varying-coefficient Cox model," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 284-297.
    10. repec:hum:wpaper:sfb649dp2012-061 is not listed on IDEAS
    11. Li‐Pang Chen & Grace Y. Yi, 2021. "Analysis of noisy survival data with graphical proportional hazards measurement error models," Biometrics, The International Biometric Society, vol. 77(3), pages 956-969, September.
    12. Qu, Lianqiang & Song, Xinyuan & Sun, Liuquan, 2018. "Identification of local sparsity and variable selection for varying coefficient additive hazards models," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 119-135.
    13. Kevin He & Ji Zhu & Jian Kang & Yi Li, 2022. "Stratified Cox models with time‐varying effects for national kidney transplant patients: A new blockwise steepest ascent method," Biometrics, The International Biometric Society, vol. 78(3), pages 1221-1232, September.

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