Journal
STATISTICS
Volume 48, Issue 1, Pages 67-80Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331888.2012.748770
Keywords
Akaike information criterion; Bayesian information criterion; generalized cross-validation; polynomial splines; proportional hazards models
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Funding
- Singapore MOE Tier 1 Grant
- National Natural Science Foundation of China [61070236]
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In this article, we consider penalized variable selection in additive Cox models based on (group) smoothly clipped absolute deviation penalty and hence widen the scope of applicability of penalized variable selection to semiparametric models for censored data. We demonstrate the asymptotic consistency in model selection and convergence rate in estimation. Our simulation study emphasizes comparison of several different criteria for tuning parameter selection and also compares two appropriate definitions of the degrees of freedom in additive models.
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