A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint

DOI10.1016/J.SPL.2014.06.024MaRDI QIDQ395986zbMATH OpenOpenAlexWikidataFDO

Authors Lu Wang, Jincheng Shen, Peter F. Thall

Publication date 8 August 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4111275

zbMATH Keywords

variable selectionregularizationoracle propertymodified adaptive Lassopenalized partial likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 3885116 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• A lasso for hierarchical interactions
• Adaptive Lasso for Cox's proportional hazards model
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• Cox's regression model for counting processes: A large sample study
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• Least angle regression. (With discussion)
• Nonconcave penalized likelihood with a diverging number of parameters.
• Partial likelihood
• Pathwise coordinate optimization
• Regularization for Cox's proportional hazards model with NP-dimensionality
• Structured variable selection and estimation
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for Cox's proportional hazards model and frailty model
• Variable selection using adaptive nonlinear interaction structures in high dimensions
• Variable selection with the strong heredity constraint and its oracle property

Cited in

(10)

• Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects
• Variable selection for case-cohort studies with informatively interval-censored outcomes
• Bayesian variable selection with strong heredity constraints
• BHAFT: Bayesian heredity-constrained accelerated failure time models for detecting gene-environment interactions in survival analysis
• Two-Level Bayesian Interaction Analysis for Survival Data Incorporating Pathway Information
• Structured learning in time-dependent Cox models
• Ensemble survival tree models to reveal pairwise interactions of variables with time-to-events outcomes in low-dimensional setting
• Regression modelling on stratified data with the Lasso
• Variable selection with the strong heredity constraint and its oracle property
• Variable selection for high-dimensional quadratic Cox model with application to Alzheimer's disease

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Uses Software

• hierNet

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