Sliced inverse regression for survival data

We apply the univariate sliced inverse regression to survival data. Our approach is different from the other papers on this subject. The right-censored observations are taken into account during the slicing of the survival times by assigning each of them with equal weight to all of the slices with longer survival. We test this method with different distributions for the two main survival data models, the accelerated lifetime model and Cox's proportional hazards model. In both cases and under different conditions of sparsity, sample size and dimension of parameters, this non-parametric approach finds the data structure and can be viewed as a variable selector.


Published in:
Statistical Papers, 55, 1, 209-220
Year:
2014
Publisher:
New York, Springer Verlag
ISSN:
0932-5026
Keywords:
Laboratories:




 Record created 2014-04-02, last modified 2018-09-13

Postprint:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)