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Simultaneous variable selection in regression analysis of multivariate interval-censored data
Biometrics ( IF 1.4 ) Pub Date : 2021-08-18 , DOI: 10.1111/biom.13548
Liuquan Sun 1, 2 , Shuwei Li 1 , Lianming Wang 3 , Xinyuan Song 4 , Xuemei Sui 5
Affiliation  

Multivariate interval-censored data arise when each subject under study can potentially experience multiple events and the onset time of each event is not observed exactly but is known to lie in a certain time interval formed by adjacent examination times with changed statuses of the event. This type of incomplete and complex data structure poses a substantial challenge in practical data analysis. In addition, many potential risk factors exist in numerous studies. Thus, conducting variable selection for event-specific covariates simultaneously becomes useful in identifying important variables and assessing their effects on the events of interest. In this paper, we develop a variable selection technique for multivariate interval-censored data under a general class of semiparametric transformation frailty models. The minimum information criterion (MIC) method is embedded in the optimization step of the proposed expectation-maximization (EM) algorithm to obtain the parameter estimator. The proposed EM algorithm greatly reduces the computational burden in maximizing the observed likelihood function, and the MIC naturally avoids selecting the optimal tuning parameter as needed in many other popular penalties, making the proposed algorithm promising and reliable. The proposed method is evaluated through extensive simulation studies and illustrated by an analysis of patient data from the Aerobics Center Longitudinal Study.

中文翻译:

多元区间删失数据回归分析中的联立变量选择

当每个研究对象可能经历多个事件并且每个事件的发生时间未被准确观察但已知位于由事件状态变化的相邻检查时间形成的特定时间间隔内时,就会出现多变量间隔删失数据。这种不完整和复杂的数据结构对实际数据分析提出了巨大的挑战。此外,许多研究中还存在许多潜在的危险因素。因此,同时对事件特定协变量进行变量选择对​​于识别重要变量和评估它们对感兴趣事件的影响非常有用。在本文中,我们开发了一种在一般类半参数变换脆弱模型下用于多元区间删失数据的变量选择技术。最小信息准则 (MIC) 方法嵌入到所提出的期望最大化 (EM) 算法的优化步骤中,以获得参数估计量。所提出的 EM 算法极大地减少了最大化观察到的似然函数的计算负担,并且 MIC 自然地避免了在许多其他流行的惩罚中根据需要选择最佳调整参数,使得所提出的算法有前途和可靠。所提出的方法通过广泛的模拟研究进行评估,并通过对有氧运动中心纵向研究的患者数据的分析进行说明。所提出的 EM 算法极大地减少了最大化观察到的似然函数的计算负担,并且 MIC 自然地避免了在许多其他流行的惩罚中根据需要选择最佳调整参数,使得所提出的算法有前途和可靠。所提出的方法通过广泛的模拟研究进行评估,并通过对有氧运动中心纵向研究的患者数据的分析进行说明。所提出的 EM 算法极大地减少了最大化观察到的似然函数的计算负担,并且 MIC 自然地避免了在许多其他流行的惩罚中根据需要选择最佳调整参数,使得所提出的算法有前途和可靠。所提出的方法通过广泛的模拟研究进行评估,并通过对有氧运动中心纵向研究的患者数据的分析进行说明。
更新日期:2021-08-18
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