Penalized variable selection in competing risks regression

• Published in: Lifetime data analysis Vol. 23; no. 3; pp. 353 - 376
• Main Authors: Fu, Zhixuan, Parikh, Chirag R., Zhou, Bingqing
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.07.2017; Springer Nature B.V
• Subjects: Algorithms; Asymptotic properties; Computer simulation; Data Interpretation, Statistical; Descent; Economics; Estimators; Feature selection; Finance; Health Sciences; Humans; Incidence; Insurance; Management; Mathematics and Statistics; Medicine; Operations Research/Decision Theory; Parameter estimation; Proportional Hazards Models; Quality Control; Regression; Reliability; Risk; Safety and Risk; Statistics; Statistics for Business; Statistics for Life Sciences; Transplants; Transplants & implants; Variables; Proportional subdistribution hazard; Competing risks; Cumulative incidence function; Oracle properties; Penalized variable selection; Group variable selection
• DOI: 10.1007/s10985-016-9362-3
• ISSN: 1380-7870

Penalized variable selection methods have been extensively studied for standard time-to-event data. Such methods cannot be directly applied when subjects are at risk of multiple mutually exclusive events, known as competing risks. The proportional subdistribution hazard (PSH) model proposed by Fine and Gray (J Am Stat Assoc 94:496–509, 1999 ) has become a popular semi-parametric model for time-to-event data with competing risks. It allows for direct assessment of covariate effects on the cumulative incidence function. In this paper, we propose a general penalized variable selection strategy that simultaneously handles variable selection and parameter estimation in the PSH model. We rigorously establish the asymptotic properties of the proposed penalized estimators and modify the coordinate descent algorithm for implementation. Simulation studies are conducted to demonstrate the good performance of the proposed method. Data from deceased donor kidney transplants from the United Network of Organ Sharing illustrate the utility of the proposed method.