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Feature screening in ultrahigh-dimensional varying-coefficient Cox model

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  • Yang, Guangren
  • Zhang, Ling
  • Li, Runze
  • Huang, Yuan

Abstract

The varying-coefficient Cox model is flexible and useful for modeling the dynamic changes of regression coefficients in survival analysis. In this paper, we study feature screening for varying-coefficient Cox models in ultrahigh-dimensional covariates. The proposed screening procedure is based on the joint partial likelihood of all predictors, thus different from marginal screening procedures available in the literature. In order to carry out the new procedure, we propose an effective algorithm and establish its ascent property. We further prove that the proposed procedure possesses the sure screening property. That is, with probability tending to 1, the selected variable set includes the actual active predictors. We conducted simulations to evaluate the finite-sample performance of the proposed procedure and compared it with marginal screening procedures. A genomic data set is used for illustration purposes.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:171:y:2019:i:c:p:284-297
    DOI: 10.1016/j.jmva.2018.12.009
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    References listed on IDEAS

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    1. Jingyuan Liu & Runze Li & Rongling Wu, 2014. "Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 266-274, March.
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    9. Xin-Bing Kong & Zhi Liu & Yuan Yao & Wang Zhou, 2017. "Sure screening by ranking the canonical correlations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 46-70, March.
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    Cited by:

    1. Congran Yu & Wenwen Guo & Xinyuan Song & Hengjian Cui, 2023. "Feature screening with latent responses," Biometrics, The International Biometric Society, vol. 79(2), pages 878-890, June.
    2. 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).
    3. Jiang, Zhenzhen & Guo, Hongping & Wang, Jinjuan, 2023. "Feature screening for multiple responses," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
    4. Tian, Bing & Liu, Zili & Wang, Hong, 2022. "Non-marginal feature screening for varying coefficient competing risks model," Statistics & Probability Letters, Elsevier, vol. 190(C).

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