Variable selection for proportional odds model.

  title={Variable selection for proportional odds model.},
  author={Wenbin Lu and Hao Helen Zhang},
  journal={Statistics in medicine},
  volume={26 20},
In this paper we study the problem of variable selection for the proportional odds model, which is a useful alternative to the proportional hazards model and might be appropriate when the proportional hazards assumption is not satisfied. We propose to fit the proportional odds model by maximizing the marginal likelihood subject to a shrinkage-type penalty, which encourages sparse solutions and hence facilitates the process of variable selection. Two types of shrinkage penalties are considered… CONTINUE READING

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