Journal article
Feature screening in ultrahigh-dimensional varying-coefficient Cox model
Journal of multivariate analysis, Vol.171, pp.284-297
05/01/2019
DOI: 10.1016/j.jmva.2018.12.009
PMCID: PMC6924954
PMID: 31866699
Abstract
The varying-coefficient Cox model is flexible and useful for modeling the dynamic changes of regression coefficients in survival analysis. In this paper, we study feature screening for varying-coefficient Cox models in ultrahigh-dimensional covariates. The proposed screening procedure is based on the joint partial likelihood of all predictors, thus different from marginal screening procedures available in the literature. In order to carry out the new procedure, we propose an effective algorithm and establish its ascent property. We further prove that the proposed procedure possesses the sure screening property. That is, with probability tending to 1, the selected variable set includes the actual active predictors. We conducted simulations to evaluate the finite-sample performance of the proposed procedure and compared it with marginal screening procedures. A genomic data set is used for illustration purposes. (C) 2018 Elsevier Inc. All rights reserved.
Details
- Title: Subtitle
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- Creators
- Guangren Yang - Jinan UniversityLing Zhang - Pennsylvania State UniversityRunze Li - Pennsylvania State UniversityYuan Huang - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Journal of multivariate analysis, Vol.171, pp.284-297
- Publisher
- Elsevier
- DOI
- 10.1016/j.jmva.2018.12.009
- PMID
- 31866699
- PMCID
- PMC6924954
- ISSN
- 0047-259X
- eISSN
- 1095-7243
- Number of pages
- 14
- Grant note
- 16BTJ032 / National Social Science Foundation of China (NSSFC) P50 DA039838 / National Institute on Drug Abuse (NIDA), USA; United States Department of Health & Human Services; National Institutes of Health (NIH) - USA; NIH National Institute on Drug Abuse (NIDA) 15JNQM019 / Fundamental Research Funds for the Central Universities of Jinan University Qimingxing Plan, China 2015LD02 / National Statistical Scientific Center, China P50DA039838 / NATIONAL INSTITUTE ON DRUG ABUSE; United States Department of Health & Human Services; National Institutes of Health (NIH) - USA; NIH National Institute on Drug Abuse (NIDA); European Commission 11471086; 11871173 / National Nature Science Foundation of China (NNSFC); National Natural Science Foundation of China (NSFC) DMS 1820702 / National Science Foundation (NSF), USA; National Science Foundation (NSF) 11690014; 11690015 / NNSFC; National Natural Science Foundation of China (NSFC) R01NS091161 / NATIONAL INSTITUTE OF NEUROLOGICAL DISORDERS AND STROKE; United States Department of Health & Human Services; National Institutes of Health (NIH) - USA; NIH National Institute of Neurological Disorders & Stroke (NINDS)
- Language
- English
- Date published
- 05/01/2019
- Academic Unit
- Biostatistics
- Record Identifier
- 9984364405402771
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