{"title":"区间截尾数据下Cox模型的后选择推理。","authors":"Jianrui Zhang, Chenxi Li, Haolei Weng","doi":"10.1111/sjos.12768","DOIUrl":null,"url":null,"abstract":"<p><p>We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is based on a pivotal quantity that is shown to converge to a uniform distribution under local parameters. Our method involves estimation of the efficient information matrix, for which several approaches are proposed with proof of their consistency. Thorough simulation studies show that our method has satisfactory performance in samples of modest sizes. The utility of the method is illustrated via an application to an Alzheimer's disease study.</p>","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"52 2","pages":"710-735"},"PeriodicalIF":1.0000,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12347693/pdf/","citationCount":"0","resultStr":"{\"title\":\"Post-selection inference for the Cox model with interval-censored data.\",\"authors\":\"Jianrui Zhang, Chenxi Li, Haolei Weng\",\"doi\":\"10.1111/sjos.12768\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is based on a pivotal quantity that is shown to converge to a uniform distribution under local parameters. Our method involves estimation of the efficient information matrix, for which several approaches are proposed with proof of their consistency. Thorough simulation studies show that our method has satisfactory performance in samples of modest sizes. The utility of the method is illustrated via an application to an Alzheimer's disease study.</p>\",\"PeriodicalId\":49567,\"journal\":{\"name\":\"Scandinavian Journal of Statistics\",\"volume\":\"52 2\",\"pages\":\"710-735\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2025-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12347693/pdf/\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Scandinavian Journal of Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1111/sjos.12768\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2025/2/5 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Scandinavian Journal of Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1111/sjos.12768","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2025/2/5 0:00:00","PubModel":"Epub","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Post-selection inference for the Cox model with interval-censored data.
We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is based on a pivotal quantity that is shown to converge to a uniform distribution under local parameters. Our method involves estimation of the efficient information matrix, for which several approaches are proposed with proof of their consistency. Thorough simulation studies show that our method has satisfactory performance in samples of modest sizes. The utility of the method is illustrated via an application to an Alzheimer's disease study.
期刊介绍:
The Scandinavian Journal of Statistics is internationally recognised as one of the leading statistical journals in the world. It was founded in 1974 by four Scandinavian statistical societies. Today more than eighty per cent of the manuscripts are submitted from outside Scandinavia.
It is an international journal devoted to reporting significant and innovative original contributions to statistical methodology, both theory and applications.
The journal specializes in statistical modelling showing particular appreciation of the underlying substantive research problems.
The emergence of specialized methods for analysing longitudinal and spatial data is just one example of an area of important methodological development in which the Scandinavian Journal of Statistics has a particular niche.