English
Related papers

Related papers: Post-Selection Inference for the Cox Model with In…

200 papers

Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen as a generalization of Cox regression model and also as a…

Statistics Theory · Mathematics 2009-03-22 Olivier Bouaziz , Olivier Lopez

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

Methodology · Statistics 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi

This paper studies high-dimensional regression models with lasso when data is sampled under multi-way clustering. First, we establish convergence rates for the lasso and post-lasso estimators. Second, we propose a novel inference method…

Econometrics · Economics 2019-08-22 Harold D. Chiang , Yuya Sasaki

Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…

Methodology · Statistics 2026-04-14 Chen-Yen Lin , Susan Halabi , Taehwa Choi

The purpose of this paper is to construct confidence intervals for the regression coefficients in high-dimensional Cox proportional hazards regression models where the number of covariates may be larger than the sample size. Our debiased…

Methodology · Statistics 2018-03-06 Yi Yu , Jelena Bradic , Richard J. Samworth

This article considers the joint modeling of longitudinal covariates and partly-interval censored time-to-event data. Longitudinal time-varying covariates play a crucial role in obtaining accurate clinically relevant predictions using a…

Methodology · Statistics 2024-12-05 Annabel Webb , Nan Zou , Serigne Lo , Jun Ma

I propose a new type of confidence interval for correct asymptotic inference after using data to select a model of interest without assuming any model is correctly specified. This hybrid confidence interval is constructed by combining…

Methodology · Statistics 2021-11-25 Adam McCloskey

We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N >> p, in the generalized linear models framework. When such datasets are too big to be analyzed…

Methodology · Statistics 2020-07-23 Lu Tang , Ling Zhou , Peter X. -K. Song

Interval-censored data arise frequently in scientific studies, where the event of interest is known only to occur within a specific time interval. In such studies, functional covariates taking the form of continuous curves or spatial…

Methodology · Statistics 2026-05-18 Yangjianchen Xu , Peijun Sang

Construction of valid statistical inference for estimators based on data-driven selection has received a lot of attention in the recent times. Berk et al. (2013) is possibly the first work to provide valid inference for Gaussian…

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

The instability in the selection of models is a major concern with data sets containing a large number of covariates. This paper deals with variable selection methodology in the case of high-dimensional problems where the response variable…

Applications · Statistics 2012-03-23 Marie Walschaerts , Eve Leconte , Philippe Besse

This paper develops power and sample size formulas for causal inference with time-to-event outcomes. The target estimand is the marginal hazard ratio: the coefficient of a marginal structural Cox proportional hazard model with treatment as…

Methodology · Statistics 2026-05-19 Chengxin Yang , Bo Liu , Fan Li

When the model is not known and parameter testing or interval estimation is conducted after model selection, it is necessary to consider selective inference. This paper discusses this issue in the context of sparse estimation. Firstly, we…

Methodology · Statistics 2023-10-12 Joe Suzuki

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard maximum partial likelihood inference is often problematic. In…

Methodology · Statistics 2024-12-17 Weihao Li , Dongming Huang

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Methodology · Statistics 2026-03-25 Jia-Han Shih , Simon M. S. Lo , Ralf A. Wilke

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

Valid inference after model selection is currently a very active area of research. The polyhedral method, pioneered by Lee, et al. (2016), allows for valid inference after model selection if the model selection event can be described by…

Statistics Theory · Mathematics 2019-07-08 Danijel Kivaranovic , Hannes Leeb