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Variable Selection in Partially Linear Proportional Hazards Model with Grouped Covariates and a Diverging Number of Parameters

  • Arfan Raheen Afzal
  • Xuewen LuEmail author
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Part of the Emerging Topics in Statistics and Biostatistics book series (ETSB)

Abstract

In regression models with a grouping structure among the explanatory variables, variable selection at the group and within group individual variable level is desired to improve model accuracy and interpretability. In this article, we propose a hierarchical bi-level variable selection approach for censored survival data in the linear part of a partially linear proportional hazards model where the covariates are naturally grouped. The proposed method is capable of conducting simultaneous group selection and individual variable selection within selected groups. Computational algorithms are developed. Rate of convergence, selection consistency and asymptotic normality of the proposed estimators are established. Simulation studies indicate that the hierarchical regularized method outperforms several existing variable selection including LASSO, adaptive LASSO, and SCAD. Application of the proposed method is illustrated with the primary biliary cirrhosis (PBC) data.

Keywords

Bi-level selection B-spline Group variable selection Partially linear proportional hazards model Selection consistency 

Notes

Acknowledgements

The authors acknowledge with gratitude the support for this research by the Discovery Grants from Natural Sciences and Engineering Research Council (NSERC) of Canada. The authors also would like to thank the editor and the anonymous referee for their insightful and constructive comments that have helped us substantially improve the manuscript.

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsUniversity of CalgaryCalgaryCanada
  2. 2.Tom Baker Cancer CentreAlberta Health ServicesCalgaryCanada

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