A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
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DOI: 10.1016/j.spl.2014.06.024
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References listed on IDEAS
- Radchenko, Peter & James, Gareth M., 2010. "Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1541-1553.
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- Wei Lin & Jinchi Lv, 2013. "High-Dimensional Sparse Additive Hazards Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 247-264, March.
- Hao Helen Zhang & Wenbin Lu, 2007. "Adaptive Lasso for Cox's proportional hazards model," Biometrika, Biometrika Trust, vol. 94(3), pages 691-703.
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Cited by:
- Du, Mingyue & Zhao, Xingqiu & Sun, Jianguo, 2022. "Variable selection for case-cohort studies with informatively interval-censored outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
- Xing Qin & Shuangge Ma & Mengyun Wu, 2023. "Two‐level Bayesian interaction analysis for survival data incorporating pathway information," Biometrics, The International Biometric Society, vol. 79(3), pages 1761-1774, September.
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Keywords
Modified adaptive Lasso; Oracle property; Penalized partial likelihood; Regularization; Variable selection;All these keywords.
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