JSM Preliminary Online Program
This is the preliminary program for the 2006 Joint Statistical Meetings in Seattle, Washington.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2006 Program page

Activity Number: 103
Type: Contributed
Date/Time: Monday, August 7, 2006 : 8:30 AM to 10:20 AM
Sponsor: Biometrics Section
Abstract - #306527
Title: FSR Methods in the Cox Proportional Hazards Model
Author(s): Yun Chen*+ and Dennis A. Boos and Leonard A. Stefanski
Companies: North Carolina State University and North Carolina State University and North Carolina State University
Address: 1911 Wolf Tech Lane, Apt. 304, Raleigh, NC, 27603,
Keywords: false selection rate (FSR) ; SCAD ; LASSO ; the Cox model ; model selection
Abstract:

We study the performance of the False Selection Rate (FSR) method under the Cox proportional hazards model. The FSR method introduced by Wu, Boos and Stefanski (2004) controls the proportion of uninformative variables in a regression model by adding a number of pseudo variables to the original data set and monitoring the proportion of pseudo variables selected. For the Cox model, the FSR method with forward selection is compared to SCAD (Fan and Li, 2001, 2002), LASSO (Tibshirani, 1996, 1997), and forward selection with AIC and BIC. In addition, we present a new approach to estimating the tuning parameters of SCAD and LASSO based on the FSR.

  • 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 2006 program

JSM 2006 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.
Revised April, 2006