Wild Bootstrap and Efron's Bootstrap for Debiased Cox Regression
去偏Cox回归的野生自助法与Efron自助法
Cox regression with Lasso penalization is widely used for variable selection in time-to-event data, but reliable coefficient inference after selection remains difficult. We investigate bootstrap inference for the debiased Cox estimator after Cox Lasso selection. Two score-based procedures are considered: a wild bootstrap using independent multipliers and an Efron bootstrap using centered multinomial resampling weights. Both procedures keep the original Cox Lasso fit and…