Model selection in competing risks regression
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Cites work
- A Note On the Unification of the Akaike Information Criterion
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A Stepwise Variable Selection Procedure for Nonlinear Regression Models
- Akaike's information criterion in generalized estimating equations
- An optimal selection of regression variables
- Bayesian Information Criterion for Censored Survival Models
- Bayesian model selection and averaging in additive and proportional hazards models
- Bayesian variable selection for proportional hazards models
- Bayesian Variable Selection Method for Censored Survival Data
- Competing Risks
- Efron‐Type Measures of Prediction Error for Survival Analysis
- Estimating the dimension of a model
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Generalised information criteria in model selection
- scientific article; zbMATH DE number 3553528 (Why is no real title available?)
- scientific article; zbMATH DE number 1219611 (Why is no real title available?)
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 5586091 (Why is no real title available?)
- On criteria for evaluating models of absolute risk
- On Profile Likelihood
- Quantifying the predictive accuracy of time-to-event models in the presence of competing risks
- Regression and time series model selection in small samples
- Regression modeling strategies. With applications to linear models, logistic regression and survival analysis
- Variable selection for Cox's proportional hazards model and frailty model
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