Variable selection in a partially linear proportional hazards model with a diverging dimensionality

• Main Authors: Hu, Yuao, Lian, Heng
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/103850; http://hdl.handle.net/10220/16962
• Institution: Nanyang Technological University

We consider the problem of simultaneous variable selection and estimation in partially linear proportional hazards models when the number of covariates in the linear part diverges with the sample size. We apply the smoothly clipped absolute deviation (SCAD) penalty to select the significant covariat...