Variable selection strategies in survival models with multiple imputations
Date
2007ISSN
1380-7870Source
Lifetime Data AnalysisVolume
13Issue
3Pages
295-315Google Scholar check
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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. © 2007 Springer Science+Business Media, LLC.
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