Variable Selection in Partly Linear Regression Model with Diverging Dimensions for Right Censored Data.

@article{Ma2012VariableSI,
  title={Variable Selection in Partly Linear Regression Model with Diverging Dimensions for Right Censored Data.},
  author={Shuangge Ma and Pang Du},
  journal={Statistica Sinica},
  year={2012},
  volume={22 3},
  pages={1003-1020}
}
Recent biomedical studies often measure two distinct sets of risk factors: low-dimensional clinical and environmental measurements, and high-dimensional gene expression measurements. For prognosis studies with right censored response variables, we propose a semiparametric regression model whose covariate effects have two parts: a nonparametric part for low-dimensional covariates, and a parametric part for high-dimensional covariates. A penalized variable selection approach is developed. The… CONTINUE READING