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

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...