Variable selection strategies in survival models with multiple imputations |
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Authors: | Filia Vonta Alex Karagrigoriou |
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Institution: | Department of Mathematics and Statistics, University of Cyprus, New University Campus, Nicosia, Cyprus. vonta@ucy.ac.cy |
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Abstract: | In this paper, the variable selection strategies (criteria) are thoroughly discussed and their use in various survival models is investigated. The asymptotic efficiency property, in the sense of Shibata Ann Stat 8: 147-164, 1980, of a class of variable selection strategies which includes the AIC and all criteria equivalent to it, is established for a general class of survival models, such as parametric frailty or transformation models and accelerated failure time models, under minimum conditions. Furthermore, a multiple imputations method is proposed which is found to successfully handle censored observations and constitutes a competitor to existing methods in the literature. A number of real and simulated data are used for illustrative purposes. |
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Keywords: | AIC Asymptotic efficiency Frailty models Transformation models Accelerated failure time models Multiple imputations Variable selection |
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