Variable selection for survival data with a class of adaptive elastic net techniques

DOI10.1007/S11222-015-9555-8zbMATH Open1505.62220arXiv1312.2079OpenAlexW2027401669MaRDI QIDQ294255FDOQ294255

Md Hasinur Rahaman Khan, J. Ewart H. Shaw

Publication date: 10 June 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: The accelerated failure time (AFT) models have proved useful in many contexts, though heavy censoring (as for example in cancer survival) and high dimensionality (as for example in microarray data) cause difficulties for model fitting and model selection. We propose new approaches to variable selection for censored data, based on AFT models optimized using regularized weighted least squares. The regularized technique uses a mixture of L1 and L2 norm penalties under two proposed elastic net type approaches. One is the the adaptive elastic net and the other is weighted elastic net. The approaches extend the original approaches proposed by Ghosh (2007), and Hong and Zhang (2010) respectively. We also extend the two proposed approaches by adding censoring observations as constraints into their model optimization frameworks. The approaches are evaluated on microarray and by simulation. We compare the performance of these approaches with six other variable selection techniques--three are generally used for censored data and the other three are correlation-based greedy methods used for high-dimensional data.

Full work available at URL: https://arxiv.org/abs/1312.2079

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zbMATH Keywords

variable selectionadaptive elastic netaftStute's weighted least squaresweighted elastic net

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited In (16)

• Robust bias estimation for Kaplan-Meier survival estimator with jackknifing
• Something Borrowed, Something New: Precise Prediction of Outcomes from Diverse Genomic Profiles
• Reproducible learning for accelerated failure time models via deep knockoffs
• On dealing with censored largest observations under weighted least squares
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
• Stability selection for Lasso, ridge and elastic net implemented with AFT models
• \(\ell_0\)-regularized high-dimensional accelerated failure time model
• High-dimensional single-index models with censored responses
• Robust method for optimal treatment decision making based on survival data
• Variable selection for censored data using modified correlation adjusted correlation (MCAR) scores
• Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
• A fast adaptive Lasso for the cox regression via safe screening rules
• Survival Regression with Accelerated Failure Time Model in XGBoost
• Modified profile likelihood estimation for the Weibull regression models in survival analysis
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• Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models

Uses Software

• AdapEnetClass
• bootstrap

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