Variable selection for frailty transformation models with application to diabetic complications

doi:10.1002/cjs.11291

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	Variable selection for frailty transformation models with application to diabetic complications
	Liu, Xu 1; Song, Xinyuan 2,3; Xie, Shangyu 4,5; Zhou, Yong1,6
	2016-09-01
发表期刊	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN	0319-5724
卷号	44 期号:3 页码:375-394
摘要	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
关键词	Diabetic complications Gamma frailty MM algorithm SCAD transformation models variable selection MSC 2010: Primary 62G08 secondary 62N01
DOI	10.1002/cjs.11291
语种	英语
资助项目	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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000380912000007
出版者	WILEY-BLACKWELL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23493
专题	应用数学研究所
通讯作者	Xie, Shangyu
作者单位	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
推荐引用方式 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.