Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages \textit{CoxBoost} and \textit{mboost}

DOI10.1007/s00180-015-0642-2zbMath1342.65029MaRDI QIDQ736636

Riccardo De Bin

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0642-2

zbMATH Keywords

partial likelihood; survival analysis; Cox model; gradient descent; mandatory variables

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F10: Point estimation

62N01: Censored data models

62N05: Reliability and life testing

Uses Software

• R
• mboost
• gbm
• GAMBoost
• CoxBoost
• pec