KMS Of Academy of mathematics and systems sciences, CAS
| Variable selection for frailty transformation models with application to diabetic complications | |
Liu, Xu1; Song, Xinyuan2,3; Xie, Shangyu4,5; Zhou, Yong1,6
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| 2016-09-01 | |
| Source Publication | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
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| ISSN | 0319-5724 |
| Volume | 44Issue:3Pages:375-394 |
| Abstract | This article focuses on variable selection in the context of gamma frailty transformation models for multivariate survival times. We propose a method based on a nonconcave penalty function to select relevant regression predictors and simultaneously estimate model parameters and nonparametric functions. Our procedure performs as well as the oracle one in which the true model is assumed to be known. We conduct simulation studies to demonstrate the performance of the proposed methodology. We apply our method to a case study based on the Hong Kong Diabetes Registry, and obtain new insights on the risk factors of cardiovascular-renal complications for type 2 diabetic patients. The Canadian Journal of Statistics 44: 375-394; 2016 (c) 2016 Statistical Society of Canada |
| Keyword | Diabetic complications Gamma frailty MM algorithm SCAD transformation models variable selection MSC 2010: Primary 62G08 secondary 62N01 |
| DOI | 10.1002/cjs.11291 |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China ; Hong Kong Special Administration Region ; State Key Program of National Natural Science Foundation of China ; Fundamental Research Funds for the Central Universities in UIBE ; Key Laboratory of RCSDS, AMSS, CAS ; Shanghai First-class Discipline A and IRTSHUFE, PCSIRT |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000380912000007 |
| Publisher | WILEY-BLACKWELL |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/23493 |
| Collection | 应用数学研究所 |
| Corresponding Author | Xie, Shangyu |
| Affiliation | 1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China 2.Chinese Univ Hong Kong, Shenzhen Res Inst, Hong Kong, Hong Kong, Peoples R China 3.Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China 4.Univ Int Business & Econ, RCAF, Beijing, Peoples R China 5.Univ Int Business & Econ, Sch Banking & Finance, Beijing, Peoples R China 6.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| Recommended Citation GB/T 7714 | Liu, Xu,Song, Xinyuan,Xie, Shangyu,et al. Variable selection for frailty transformation models with application to diabetic complications[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2016,44(3):375-394. |
| APA | Liu, Xu,Song, Xinyuan,Xie, Shangyu,&Zhou, Yong.(2016).Variable selection for frailty transformation models with application to diabetic complications.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,44(3),375-394. |
| MLA | Liu, Xu,et al."Variable selection for frailty transformation models with application to diabetic complications".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 44.3(2016):375-394. |
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