This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
|
441
|
Type:
|
Invited
|
Date/Time:
|
Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
|
Sponsor:
|
WNAR
|
Abstract - #306082 |
Title:
|
Variable Selection in Censored Quantile Regression
|
Author(s):
|
Huixia Wang*+ and Jianhui Zhou
|
Companies:
|
North Carolina State University and University of Virginia
|
Address:
|
, Raleigh, NC, 27695, USA
|
Keywords:
|
Censored ;
Dimension reduction ;
Quantile regression ;
Survival analysis ;
Variable Selection
|
Abstract:
|
Quantile regression provides a valuable supplement to Cox proportional hazards model for analyzing survival data where censoring is common. In contrast to conventional statistical methods, quantile regression models can help discover heterogeneous effects of drug treatments on survival times of both high and low risk patients. Existing methods for censored quantile regression often require stringent assumptions such as linearity of all quantile functions, which restrict model flexibility and complicate computation. In this talk, I will first present an index-based estimation method for censored quantile regression to accommodate high dimensional covariates. Then I will discuss penalization methods for variable selection, including selection of groups of correlated covariates, in censored quantile regression.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.