Data-driven ridge regression for Aalen's additive risk model

被引：1

作者：

Boruvka, Audrey ^{[1
]}

Takahara, Glen ^{[1
]}

Tu, Dongsheng ^{[1
,2
]}

机构：

[1] Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada

[2] Queens Univ, NCIC Clin Trials Grp, Kingston, ON K7L 3N6, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2016年 / 109卷

关键词：

Additive risk model; Event history data; L-curve; Mean square error; Ridge regression; Survival analysis;

D O I：

10.1016/j.spl.2015.11.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Two data-driven procedures, based respectively on the L-curve and generalized cross-validation, are proposed for ridge regression under Aalen's additive risk model. Monte Carlo simulations show that the L-curve is a useful criterion for identifying a nominal degree of regularization that appreciably reduces variance, particularly in smaller samples. (c) 2015 Elsevier B.V. All rights reserved.

引用

页码：189 / 193

页数：5

共 16 条

[1] NONPARAMETRIC INFERENCE FOR A FAMILY OF COUNTING PROCESSES [J].

AALEN, O .

ANNALS OF STATISTICS, 1978, 6 (04) :701-726

[2]

Aalen O., 1980, MATH STAT PROBABILIT, P1, DOI [DOI 10.1007/978-1-4615-7397-5_1, 10.1007/978-1-4615-7397-5_1]

[3] Dynamic analysis of multivariate failure time data [J].

Aalen, OO ;

Fosen, J ;

Weedon-Fekjær, H ;

Borgan, O ;

Husebye, E .

BIOMETRICS, 2004, 60 (03) :764-773

[4] FURTHER RESULTS ON THE NONPARAMETRIC LINEAR-REGRESSION MODEL IN SURVIVAL ANALYSIS [J].

AALEN, OO .

STATISTICS IN MEDICINE, 1993, 12 (17) :1569-1588

[5]

Andersen P. K., 1993, Statistical Models Based on Counting Processes.Springer Series in Statistics

[6] RIDGE ESTIMATION IN RANK DEFICIENT MODELS [J].

BROWN, KG .

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1978, 7 (02) :187-192

[7] GENERALIZED CROSS-VALIDATION AS A METHOD FOR CHOOSING A GOOD RIDGE PARAMETER [J].

GOLUB, GH ;

HEATH, M ;

WAHBA, G .

TECHNOMETRICS, 1979, 21 (02) :215-223

[8]

Hansen PC, 2001, ADV COMP BIOENG, V5, P119

[9] ANALYSIS OF DISCRETE ILL-POSED PROBLEMS BY MEANS OF THE L-CURVE [J].

HANSEN, PC .

SIAM REVIEW, 1992, 34 (04) :561-580

[10] RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].

HOERL, AE ;

KENNARD, RW .

TECHNOMETRICS, 1970, 12 (01) :55-&

← 1 2 →