Variable selection and prediction in biased samples with censored outcomes

dc.contributor.authorWu, Ying
dc.contributor.authorCook, Richard J.
dc.date.accessioned2018-04-02T13:53:53Z
dc.date.available2018-04-02T13:53:53Z
dc.date.issued2018-01-01
dc.descriptionThe final publication is available at Springer via https://doi.org/10.1007/s10985-017-9392-5en
dc.description.abstractWith the increasing availability of large prospective disease registries, scientists studying the course of chronic conditions often have access to multiple data sources, with each source generated based on its own entry conditions. The different entry conditions of the various registries may be explicitly based on the response process of interest, in which case the statistical analysis must recognize the unique truncation schemes. Moreover, intermittent assessment of individuals in the registries can lead to interval-censored times of interest. We consider the problem of selecting important prognostic biomarkers from a large set of candidates when the event times of interest are truncated and right- or interval-censored. Methods for penalized regression are adapted to handle truncation via a Turnbull-type complete data likelihood. An expectation-maximization algorithm is described which is empirically shown to perform well. Inverse probability weights are used to adjust for the selection bias when assessing predictive accuracy based on individuals whose event status is known at a time of interest. Application to the motivating study of the development of psoriatic arthritis in patients with psoriasis in both the psoriasis cohort and the psoriatic arthritis cohort illustrates the procedure.en
dc.description.sponsorshipNatural Sciences and Engineering Research Council of Canada || Grant No. RGPIN 155849) Canadian Institutes of Health Research || Grant No. FRN 13887en
dc.identifier.urihttps://doi.org/10.1007/s10985-017-9392-5
dc.identifier.urihttp://hdl.handle.net/10012/13063
dc.language.isoenen
dc.publisherSpringeren
dc.subjectExpectation-maximization algorithmen
dc.subjectInverse probability weighted estimatoren
dc.subjectPenalized regressionen
dc.subjectPrediction erroren
dc.subjectROC curveen
dc.subjectTruncationen
dc.titleVariable selection and prediction in biased samples with censored outcomesen
dc.typeArticleen
dcterms.bibliographicCitationWu, Y., & Cook, R. J. (2018). Variable selection and prediction in biased samples with censored outcomes. Lifetime Data Analysis, 24(1), 72–93. https://doi.org/10.1007/s10985-017-9392-5en
uws.contributor.affiliation1Faculty of Mathematicsen
uws.contributor.affiliation2Statistics and Actuarial Scienceen
uws.peerReviewStatusRevieweden
uws.scholarLevelFacultyen
uws.typeOfResourceTexten

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