Variable selection for semiparametric proportional hazards model under progressive Type-II censoring

Variable selection is an effective methodology for dealing with models with numerous covariates. We consider the methods of variable selection for semiparametric Cox proportional hazards model under the progressive Type-II censoring scheme. The Cox proportional hazards model is used to model the influence coefficients of the environmental covariates. By applying Breslow’s “least information” idea, we obtain a profile likelihood function to estimate the coefficients. Lasso-type penalized profile likelihood estimation as well as stepwise variable selection method are explored as means to find the important covariates. Numerical simulations are conducted and Veteran’s Administration Lung Cancer data are exploited to evaluate the performance of the proposed method.