Penalized Estimators in Cox Regression Model
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Abstract:
The proportional hazard Cox regression models play a key role in analyzing censored survival data. We use penalized methods in high dimensional scenarios to achieve more efficient models. This article reviews the penalized Cox regression for some frequently used penalty functions. Analysis of medical data namely ”mgus2” confirms the penalized Cox regression performs better than the cox regression model. Among all penalty functions, LASSO provides the best fit.
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Journal title
volume 25 issue 1
pages 53- 67
publication date 2021-01
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