Sheppard's correction for grouping in Cox's proportional hazards model

Variable Selection for Cox's Proportional Hazards Model and Frailty Model

Fitting Cox's Proportional Hazards Model Using Grouped Survival Data

Cox's proportional hazard model is often t to grouped survival data (i.e., occurrence and exposure data over various speci ed time-intervals and covariate bins), as opposed to continuous data. The practical limits to using such data for inference in the Cox model are investigated. A large sample theory, allowing the bins and time-intervals to shrink as the sample size increase, is developed. It...

Elastic Net for Cox's Proportional Hazards Model with a Solution Path Algorithm.

For least squares regression, Efron et al. (2004) proposed an efficient solution path algorithm, the least angle regression (LAR). They showed that a slight modification of the LAR leads to the whole LASSO solution path. Both the LAR and LASSO solution paths are piecewise linear. Recently Wu (2011) extended the LAR to generalized linear models and the quasi-likelihood method. In this work we ex...

Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent.

We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of ℓ1 and ℓ2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, and employs warm starts to find a solution along a regularization path. We demonstrate the efficacy of our algorithm on real and simulated data sets, and find considerable speedup between our algori...

Novel Harmonic Regularization Approach for Variable Selection in Cox's Proportional Hazards Model

Variable selection is an important issue in regression and a number of variable selection methods have been proposed involving nonconvex penalty functions. In this paper, we investigate a novel harmonic regularization method, which can approximate nonconvex Lq  (1/2 < q < 1) regularizations, to select key risk factors in the Cox's proportional hazards model using microarray gene expression data...