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Marginal variable screening for survival endpoints
Biometrical Journal ( IF 1.7 ) Pub Date : 2019-08-26 , DOI: 10.1002/bimj.201800269
Dominic Edelmann 1 , Manuela Hummel 1 , Thomas Hielscher 1 , Maral Saadati 1 , Axel Benner 1
Affiliation  

When performing survival analysis in very high dimensions, it is often required to reduce the number of covariates using preliminary screening. During the last years, a large number of variable screening methods for the survival context have been developed. However, guidance is missing for choosing an appropriate method in practice. The aim of this work is to provide an overview of marginal variable screening methods for survival and develop recommendations for their use. For this purpose, a literature review is given, offering a comprehensive and structured introduction to the topic. In addition, a novel screening procedure based on distance correlation and martingale residuals is proposed, which is particularly useful in detecting nonmonotone associations. For evaluating the performance of the discussed approaches, a simulation study is conducted, comparing the true positive rates of competing variable screening methods in different settings. A real data example on mantle cell lymphoma is provided.

中文翻译:

生存终点的边际变量筛选

在非常高的维度上进行生存分析时,通常需要使用初步筛选来减少协变量的数量。在过去的几年中,已经开发了大量用于生存环境的变量筛选方法。然而,在实践中缺乏选择合适方法的指导。这项工作的目的是概述生存的边缘变量筛选方法并制定使用建议。为此,本文进行了文献综述,对该主题进行了全面而结构化的介绍。此外,提出了一种基于距离相关性和鞅残差的新筛选程序,这在检测非单调关联方面特别有用。为了评估所讨论方法的性能,进行了一项模拟研究,比较不同环境下竞争变量筛选方法的真阳性率。提供了一个关于套细胞淋巴瘤的真实数据示例。
更新日期:2019-08-26
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