Variable selection for case-cohort studies with failure time outcome

Biometrika
A I NiDonglin Zeng

Abstract

Case-cohort designs are widely used in large cohort studies to reduce the cost associated with covariate measurement. In many such studies the number of covariates is very large, so an efficient variable selection method is necessary. In this paper, we study the properties of a variable selection procedure using the smoothly clipped absolute deviation penalty in a case-cohort design with a diverging number of parameters. We establish the consistency and asymptotic normality of the maximum penalized pseudo-partial-likelihood estimator, and show that the proposed variable selection method is consistent and has an asymptotic oracle property. Simulation studies compare the finite-sample performance of the procedure with tuning parameter selection methods based on the Akaike information criterion and the Bayesian information criterion. We make recommendations for use of the proposed procedures in case-cohort studies, and apply them to the Busselton Health Study.

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Citations

Nov 15, 2017·International Journal of Epidemiology·P J NewcombeS J Sharp
Oct 12, 2018·Statistical Methods in Medical Research·Soyoung Kim, Kwang Woo Ahn
Feb 23, 2020·Biometrical Journal. Biometrische Zeitschrift·Hui ZhaoJianguo Sun
Dec 15, 2018·Biometrical Journal. Biometrische Zeitschrift·Guang-Hui FuJianxin Pan
Aug 22, 2021·Lifetime Data Analysis·Jing ZhangJianwen Cai

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