Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
- PMID: 34541690
- DOI: 10.1002/sim.9197
Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
Abstract
Competing risks data usually arise when an occurrence of an event precludes other types of events from being observed. Such data are often encountered in a clustered clinical study such as a multi-center clinical trial. For the clustered competing-risks data which are correlated within a cluster, competing-risks models allowing for frailty terms have been recently studied. To the best of our knowledge, however, there is no literature on variable selection methods for cause-specific hazard frailty models. In this article, we propose a variable selection procedure for fixed effects in cause-specific competing risks frailty models using a penalized h-likelihood (HL). Here, we study three penalty functions, LASSO, SCAD, and HL. Simulation studies demonstrate that the proposed procedure using the HL penalty works well, providing a higher probability of choosing the true model than LASSO and SCAD methods without losing prediction accuracy. The proposed method is illustrated by using two kinds of clustered competing-risks cancer data sets.
Keywords: competing risks; frailty models; h-likelihood; penalized likelihood; variable selection.
© 2021 John Wiley & Sons Ltd.
References
REFERENCES
-
- Prentice R, Kalbfleisch J-D, Peterson A-V, Flournoy N, Farewell V-T, Breslow N-E. The analysis of failure times in the presence of competing risks. Biometrics. 1978;34(4):541-554.
-
- Fine J-P, Gray R-J. A proportional hazards model for the subdistribution of a competing risk. J Am Stat Assoc. 1999;94(446):496-509.
-
- Katsahian S, Boudreau C. Estimating and testing for center effects in competing risks. Stat Med. 2011;30(13):1608-1617.
-
- Gorfine M, Hsu L. Frailty-based competing risks model for multivariate survival data. Biometrics. 2011;67(2):415-426.
-
- Christian N-J, Ha I-D, Jeong J-H. Hierarchical likelihood inference on clustered competing risks data. Stat Med. 2016;35(2):251-267.