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Variable selection for survival data with a class of adaptive elastic net techniques

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Abstract

The accelerated failure time (AFT) models have proved useful in many contexts, though heavy censoring (as for example in cancer survival) and high dimensionality (as for example in microarray data) cause difficulties for model fitting and model selection. We propose new approaches to variable selection for censored data, based on AFT models optimized using regularized weighted least squares. The regularized technique uses a mixture of \(\ell _1\) and \(\ell _2\) norm penalties under two proposed elastic net type approaches. One is the adaptive elastic net and the other is weighted elastic net. The approaches extend the original approaches proposed by Ghosh (Adaptive elastic net: an improvement of elastic net to achieve oracle properties, Technical Reports 2007) and Hong and Zhang (Math Model Nat Phenom 5(3):115–133 2010), respectively. We also extend the two proposed approaches by adding censoring observations as constraints into their model optimization frameworks. The approaches are evaluated on microarray and by simulation. We compare the performance of these approaches with six other variable selection techniques-three are generally used for censored data and the other three are correlation-based greedy methods used for high-dimensional data.

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Acknowledgments

The first author is grateful to the centre for research in Statistical Methodology (CRiSM), Department of Statistics, University of Warwick, UK for offering research funding for his PhD study.

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Authors and Affiliations

  1. Applied Statistics, Institute of Statistical Research and Training, University of Dhaka, Dhaka, 1000, Bangladesh

    Md Hasinur Rahaman Khan

  2. Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK

    J. Ewart H. Shaw

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  1. Md Hasinur Rahaman Khan
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  2. J. Ewart H. Shaw
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Correspondence to Md Hasinur Rahaman Khan.

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Khan, M.H.R., Shaw, J.E.H. Variable selection for survival data with a class of adaptive elastic net techniques. Stat Comput 26, 725–741 (2016). https://doi.org/10.1007/s11222-015-9555-8

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