Variable selection in semiparametric transformation models for right-censored data
右删失数据半参数变换模型中的变量选择
We study variable selection in general transformation models for right-censored data. The models studied can incorporate external time-varying covariates, and they include the proportional hazards model and the proportional odds model as special cases. We propose an estimation method that involves minimizing a weighted negative partial loglikelihood function plus an adaptive lasso penalty, with the initial values obtained from nonparametric maximum likelihood estimation. The…