frailtyMMpen (Q62030)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: frailtyMMpen |
Efficient Algorithm for High-Dimensional Frailty Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | frailtyMMpen |
Efficient Algorithm for High-Dimensional Frailty Model |
Statements
8 August 2023
0 references
The penalized and non-penalized Minorize-Maximization (MM) method for frailty models to fit the clustered data, multi-event data and recurrent data. Least absolute shrinkage and selection operator (LASSO), minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalized functions are implemented. All the methods are computationally efficient. These general methods are proposed based on the following papers, Huang, Xu and Zhou (2022) <doi:10.3390/math10040538>, Huang, Xu and Zhou (2023) <doi:10.1177/09622802221133554>.
0 references
expanded from: GPL (≥ 2) (English)
0 references
