A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint

DOI10.1016/j.spl.2014.06.024zbMath1400.62293OpenAlexW2034170772WikidataQ42117800 ScholiaQ42117800MaRDI QIDQ395986

Lu Wang, Jincheng Shen, Peter F. Thall

Publication date: 8 August 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4111275

zbMATH Keywords

regularizationvariable selectionoracle propertymodified adaptive Lassopenalized partial likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric inference under constraints (62F30)

Related Items (2)

Variable selection for case-cohort studies with informatively interval-censored outcomes ⋮ Two-Level Bayesian Interaction Analysis for Survival Data Incorporating Pathway Information

Uses Software

• hierNet

Cites Work

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• Variable Selection With the Strong Heredity Constraint and Its Oracle Property
• Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions
• Adaptive Lasso for Cox's proportional hazards model

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