Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
From MaRDI portal
Abstract: This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we propose new decorrelated score, Wald and partial likelihood ratio statistics. Without assuming model selection consistency, we prove the asymptotic normality of these test statistics, establish their semiparametric optimality. We also develop new procedures for constructing pointwise confidence intervals for the baseline hazard function and baseline survival function. Thorough numerical results are provided to back up our theory.
Recommendations
- Tests for coefficients in high-dimensional additive hazard models
- Confidence intervals for high-dimensional Cox models
- Testing proportional hazards for specified covariates
- Testing the proportional odds model for interval-censored data
- Testing based on sampled data for proportional hazards model
- Large sample confidence interval for the quantiles in the proportional hazards model of random censorship
Cited in
(48)- On the sign consistency of the Lasso for the high-dimensional Cox model
- Inference under Fine-Gray competing risks model with high-dimensional covariates
- Some perspectives on inference in high dimensions
- Testing convexity of the generalised hazard function
- Debiasing the debiased Lasso with bootstrap
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
- Test of significance for high-dimensional longitudinal data
- Marginal false discovery rate for a penalized transformation survival model
- Linear hypothesis testing for high dimensional generalized linear models
- Tests for coefficients in high-dimensional additive hazard models
- Testing based on sampled data for proportional hazards model
- High-dimensional inference for cluster-based graphical models
- Confidence intervals for high-dimensional Cox models
- Hypothesis testing in large-scale functional linear regression
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
- Statistical inference for Cox proportional hazards models with a diverging number of covariates
- Inducement of population sparsity
- Debiased lasso for generalized linear models with a diverging number of covariates
- Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors
- Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
- Debiased Lasso for stratified Cox models with application to the national kidney transplant data
- Fifty years with the Cox proportional hazards regression model
- Assumption-Lean Cox Regression
- Inference for High-Dimensional Censored Quantile Regression
- Efficient estimation of the maximal association between multiple predictors and a survival outcome
- Rank-Based Greedy Model Averaging for High-Dimensional Survival Data
- CoxKnockoff: controlled feature selection for the Cox model using knockoffs
- Approximating Partial Likelihood Estimators via Optimal Subsampling
- Estimation and Inference for High-Dimensional Generalized Linear Models with Knowledge Transfer
- Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference
- False discovery rate control for high-dimensional Cox model with uneven data splitting
- Ensuring valid inference for Cox hazard ratios after variable selection
- Subgroup analysis in the heterogeneous Cox model
- Principled selection of baseline covariates to account for censoring in randomized trials with a survival endpoint
- Conditional inference for ultrahigh-dimensional additive hazards model
- DsubCox: a fast subsampling algorithm for Cox model with distributed and massive survival data
- Communication-Efficient Distributed Estimation and Inference for Cox’s Model
- Linear hypothesis testing for high dimensional Tobit models
- Variable selection for high-dimensional Cox model with error rate control
- Communication-efficient estimation and inference for high-dimensional longitudinal data
- Optimal Decorrelated Score Subsampling for High-Dimensional Generalized Linear Models Under Measurement Constraints
- Post-selection inference for the Cox model with interval-censored data
- Model-Free Statistical Inference on High-Dimensional Data
- SDFPI: Efficient L 0 variable selection for Cox’s proportional hazards model
- High-dimensional mediation analysis for survival data
- High-dimensional inference and FDR control for simulated Markov random fields
- Optimizing treatment decision estimation for right-censored survival data through parameter transfer learning
This page was built for publication: Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4603791)
