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Activity Number: 609
Type: Contributed
Date/Time: Thursday, August 6, 2009 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #304924
Title: Inverse Probability of Censoring Weighting and Regularized Estimation in AFT Models
Author(s): Mai Zhou*+ and Liping Huang
Companies: University of Kentucky and University of Kentucky
Address: Department of Statistics, Lexington, KY, 40506-0027,
Keywords: Bioinformatics ; Microarray data ; LASSO/E-net ; High dimensionl data ; Censored Regression
Abstract:

Inverse probability of censor weighting method has many applications in survival analysis. In particular, it has been successfully used in the analysis of the accelerated failure time (AFT) models. We propose some modifications to the weighting of the largest observation. We show that in medium to heavy censoring case, the modified weighting produce better results. Application to the regularized estimation with microarray data using LASSO/E-net are illustrated.


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