Tuning Parameter Selection in Penalized Frailty Models

DOI10.1080/03610918.2014.968723MaRDI QIDQ2816680zbMATHOpenAlexFDO

Authors Emmanouil Androulakis, Filia Vonta, Christos Koukouvinos

Publication date 25 August 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://figshare.com/articles/dataset/Tuning_Parameter_Selection_in_Penalized_Frailty_Models/1305083

zbMATH Keywords

variable selectionpenalized likelihoodclustered dataerror estimationtuning parametergeneralized cross validationpenalized frailty model

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Censored data models (62N01) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Estimation of Multivariate Frailty Models Using Penalized Partial Likelihood
• A universal procedure for parametric frailty models
• Penalized Estimation of Frailty-Based Illness–Death Models for Semi-Competing Risks
• Fitting parametric frailty and mixture models under biased sampling
• Variable selection in joint frailty models of recurrent and terminal events
• Parametric Proportional Odds Frailty Models
• Selection of Effects in Cox Frailty Models by Regularization Methods
• Frailty selection in bivariate survival models: A cautionary note

Cites work

• A posteriori error estimates for linear equations
• A study of Auchmuty's error estimate
• Asymptotic properties of criteria for selection of variables in multiple regression
• Matrix Analysis
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• One-step sparse estimates in nonconcave penalized likelihood models
• Regularization parameter selections via generalized information criterion
• Robust inference for univariate proportional hazards frailty regression models
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for Cox's proportional hazards model and frailty model

Cited in

(2)

• Tuning parameter selection in penalized generalized linear models for discrete data
• Penalized h‐likelihood approach for variable selection in AFT random‐effect models

This page was built for publication: Tuning Parameter Selection in Penalized Frailty Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2816680)