Variable selection in a partially linear proportional hazards model with a diverging dimensionality
We consider the problem of simultaneous variable selection and estimation in partially linear proportional hazards models when the number of covariates in the linear part diverges with the sample size. We apply the smoothly clipped absolute deviation (SCAD) penalty to select the significant covariat...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2013
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| Online Access: | https://hdl.handle.net/10356/103850 http://hdl.handle.net/10220/16962 |
| _version_ | 1824454398204444672 |
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| author | Hu, Yuao Lian, Heng |
| author2 | School of Physical and Mathematical Sciences |
| author_facet | School of Physical and Mathematical Sciences Hu, Yuao Lian, Heng |
| author_sort | Hu, Yuao |
| collection | NTU |
| description | We consider the problem of simultaneous variable selection and estimation in partially linear proportional hazards models when the number of covariates in the linear part diverges with the sample size. We apply the smoothly clipped absolute deviation (SCAD) penalty to select the significant covariates in the linear part. Some simulations and a real data set are presented. |
| first_indexed | 2025-02-19T03:21:41Z |
| format | Journal Article |
| id | ntu-10356/103850 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2025-02-19T03:21:41Z |
| publishDate | 2013 |
| record_format | dspace |
| spelling | ntu-10356/1038502020-03-07T12:34:42Z Variable selection in a partially linear proportional hazards model with a diverging dimensionality Hu, Yuao Lian, Heng School of Physical and Mathematical Sciences We consider the problem of simultaneous variable selection and estimation in partially linear proportional hazards models when the number of covariates in the linear part diverges with the sample size. We apply the smoothly clipped absolute deviation (SCAD) penalty to select the significant covariates in the linear part. Some simulations and a real data set are presented. 2013-10-28T03:46:14Z 2019-12-06T21:21:32Z 2013-10-28T03:46:14Z 2019-12-06T21:21:32Z 2012 2012 Journal Article Hu, Y., & Lian, H. (2013). Variable selection in a partially linear proportional hazards model with a diverging dimensionality. Statistics & Probability Letters, 83(1), 61-69. 0167-7152 https://hdl.handle.net/10356/103850 http://hdl.handle.net/10220/16962 10.1016/j.spl.2012.08.024 en Statistics & probability letters |
| spellingShingle | Hu, Yuao Lian, Heng Variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| title | Variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| title_full | Variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| title_fullStr | Variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| title_full_unstemmed | Variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| title_short | Variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| title_sort | variable selection in a partially linear proportional hazards model with a diverging dimensionality |
| url | https://hdl.handle.net/10356/103850 http://hdl.handle.net/10220/16962 |
| work_keys_str_mv | AT huyuao variableselectioninapartiallylinearproportionalhazardsmodelwithadivergingdimensionality AT lianheng variableselectioninapartiallylinearproportionalhazardsmodelwithadivergingdimensionality |