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2014 ; 93
(ä): 126-133
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A Modified Adaptive Lasso for Identifying Interactions in the Cox Model with the
Heredity Constraint
#MMPMID25071299
Wang L
; Shen J
; Thall PF
Stat Probab Lett
2014[Oct]; 93
(ä): 126-133
PMID25071299
show ga
In many biomedical studies, identifying effects of covariate interactions on
survival is a major goal. Important examples are treatment-subgroup interactions
in clinical trials, and gene-gene or gene-environment interactions in genomic
studies. A common problem when implementing a variable selection algorithm in
such settings is the requirement that the model must satisfy the strong heredity
constraint, wherein an interaction may be included in the model only if the
interaction's component variables are included as main effects. We propose a
modified Lasso method for the Cox regression model that adaptively selects
important single covariates and pairwise interactions while enforcing the strong
heredity constraint. The proposed method is based on a modified log partial
likelihood including two adaptively weighted penalties, one for main effects and
one for interactions. A two-dimensional tuning parameter for the penalties is
determined by generalized cross-validation. Asymptotic properties are
established, including consistency and rate of convergence, and it is shown that
the proposed selection procedure has oracle properties, given proper choice of
regularization parameters. Simulations illustrate that the proposed method
performs reliably across a range of different scenarios.