Variable selection for accelerated lifetime models with synthesized estimation techniques

We develop variable selection approaches for accelerated failure time models, consisting of a group of algorithms based on a synthesis of two widely used techniques in the area of variable selection for survival analysis—the Buckley–James method and the Dantzig selector. Two algorithms are based on...

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Bibliographic Details
Published in:Statistical methods in medical research 2019-03, Vol.28 (3), p.937-952
Main Authors: Rahaman Khan, Md Hasinur, Shaw, J Ewart H
Format: Article
Language:English
Subjects:
Algorithms
Collinearity
Computer simulation
Correlation analysis
Data analysis
Empirical analysis
Failure times
Humans
Models, Statistical
Performance enhancement
Reptiles & amphibians
Screening
Simulation
Survival Analysis
Synthesis
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Summary:We develop variable selection approaches for accelerated failure time models, consisting of a group of algorithms based on a synthesis of two widely used techniques in the area of variable selection for survival analysis—the Buckley–James method and the Dantzig selector. Two algorithms are based on proposed modified Buckley–James estimating methods that are designed for high-dimensional censored data. Another two algorithms are based on a two-stage weighted Dantzig selector method where weights are obtained from the two proposed synthesis-based algorithms. The methods are easy to understand and they perform estimation and variable selection simultaneously. Furthermore, they can deal with collinearity among the covariates. We conducted several simulation studies and one empirical analysis with a microarray dataset; these studies demonstrated satisfactory variable selection performance. In addition, the microarray data analysis shows the methods performing similarly to three other correlation-based greedy variable selection techniques in the literature—sure independence screening, tilted correlation screening (TCS), and partial correlation (PC) simple. This empirical study also found that the sure independence screening technique considerably improves the performance of most of the proposed methods.
ISSN:0962-2802
1477-0334
DOI:10.1177/0962280217739522