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The Dantzig selector (DS) is a recent approach of estimation in high-dimensional linear regression models with a large number of explanatory variables and a relatively small number of observations. As in the least absolute shrinkage and selection operator (LASSO), this approach sets certain...
Persistent link: https://www.econbiz.de/10010745019
In this paper, we consider a new procedure for estimating parameters in the proportional hazards model with doubly censored data. Computing the maximum likelihood estimator with doubly censored data is often nontrivial and requires a certain constraint optimization procedure, which is...
Persistent link: https://www.econbiz.de/10010580838
This paper provides a method for evaluating the residual lives of water pipes using the proportional hazards model (PHM) based on the economically optimal replacement times of pipes. The survival times, which are used in the proportional hazards modeling process, were defined as the economically...
Persistent link: https://www.econbiz.de/10010997749
Interval-censored survival data are often recorded in medical practice. Although some methods have been developed for analyzing such data, issues still remain in terms of efficiency and accuracy in estimation. In addition, interval-censored data with spatial correlation are not unusual but less...
Persistent link: https://www.econbiz.de/10010753544
We propose a method for prediction in Cox's proportional model, when the number of features (regressors), p, exceeds the number of observations, n. The method assumes that the features are independent in each risk set, so that the partial likelihood factors into a product. As such, it is...
Persistent link: https://www.econbiz.de/10005046617
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The generalized maximum likelihood estimator (GMLE) is derived and some of its variants are compared with the partial Abdushukurov-Cheng-Lin (PACL) and Kaplan-Meier (KM) estimators under the proportional hazards model with partially informative censoring. A comparison of small sample properties...
Persistent link: https://www.econbiz.de/10005756323
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For some time researchers have known that the relationship between health and the residential mobility of the elderly is not straight forward and changes with age. Attempts to examine this relationship in multi-variate models using cross-sectional data have resulted in contradictory or ambiguous...
Persistent link: https://www.econbiz.de/10005763317