Penalized estimators in Cox regression model

Abstract

The proportional hazard Cox regression models play a key role in analyzing censored survival data. We use penalized methods in high dimensional scenarios to achieve more efficient models. This article reviews the penalized Cox regression for some frequently used penalty functions. Analysis of medical data namely ”mgus2” confirms the penalized Cox regression performs better than the cox regression model. Among all penalty functions, LASSO provides the best fit.

Publication
Andishe_ye_Amari

This paper is written in Persian.

Mina Norouzirad
Mina Norouzirad
Researcher

A dedicated researcher and educator in the field of statistics