pcoxtime: Penalized Cox Proportional Hazard Model for Time-dependent Covariates
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Publication:108751
DOI10.48550/ARXIV.2102.02297arXiv2102.02297MaRDI QIDQ108751FDOQ108751
Benjamin M. Bolker, Jonathan Dushoff, Steve Cygu
Publication date: 3 February 2021
Abstract: The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are time-dependent). The standard R packages for fully penalized Cox models cannot currently incorporate time-dependent covariates. To address this gap, we implement a variant of gradient descent algorithm (proximal gradient descent) for fitting penalized Cox models. We apply our implementation to real and simulated data sets.
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