区间截尾数据下Cox模型的后选择推理。

IF 1 4区 数学 Q3 STATISTICS & PROBABILITY
Scandinavian Journal of Statistics Pub Date : 2025-06-01 Epub Date: 2025-02-05 DOI:10.1111/sjos.12768
Jianrui Zhang, Chenxi Li, Haolei Weng
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引用次数: 0

摘要

本文提出了一种带区间截尾数据的Cox比例风险模型的选择后推理方法,该方法提供了基于lasso选择的模型的渐近有效的p值和置信区间。该方法基于一个在局部参数下收敛于均匀分布的关键量。我们的方法涉及有效信息矩阵的估计,为此提出了几种方法,并证明了它们的一致性。充分的仿真研究表明,我们的方法在中等大小的样本中具有令人满意的性能。通过对阿尔茨海默病研究的应用说明了该方法的实用性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.

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来源期刊
Scandinavian Journal of Statistics
Scandinavian Journal of Statistics 数学-统计学与概率论
CiteScore
1.80
自引率
0.00%
发文量
61
审稿时长
6-12 weeks
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.
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