Regularized estimation for the accelerated failure time model.

ABSTRACT:

Summary

In the presence of high-dimensional predictors, it is challenging to develop reliable regression models that can be used to accurately predict future outcomes. Further complications arise when the outcome of interest is an event time, which is often not fully observed due to censoring. In this article, we develop robust prediction models for event time outcomes by regularizing the Gehan's estimator for the accelerated failure time (AFT) model (Tsiatis, 1996, Annals of Statistics 18, 305-328) with least absolute shrinkage and selection operator (LASSO) penalty. Unlike existing methods based on the inverse probability weighting and the Buckley and James estimator (Buckley and James, 1979, Biometrika 66, 429-436), the proposed approach does not require additional assumptions a

SUBMITTER: Cai T 

PROVIDER: S-EPMC3073158 | biostudies-literature | 2009 Jun

REPOSITORIES: biostudies-literature