Variable Selection with Broken Adaptive Ridge Regression for Interval-Censored Competing Risks Data

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Hauptverfasser: Mahmoudi, Fatemeh, Li, Chenxi, Cai, Kaida, Lu, Xuewen
Format: Preprint
Veröffentlicht: 2025
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author Mahmoudi, Fatemeh
Li, Chenxi
Cai, Kaida
Lu, Xuewen
author_facet Mahmoudi, Fatemeh
Li, Chenxi
Cai, Kaida
Lu, Xuewen
contents Competing risks data refer to situations where the occurrence of one event pre- cludes the possibility of other events happening, resulting in multiple mutually exclusive events. This data type is commonly encountered in medical research and clinical trials, exploring the interplay between different events and informing decision-making in fields such as healthcare and epidemiology. We develop a penal- ized variable selection procedure to handle such complex data in an interval-censored setting. We consider a broad class of semiparametric transformation regression mod- els, including popular models such as proportional and non-proportional hazards models. To promote sparsity and select variables specific to each event, we employ the broken adaptive ridge (BAR) penalty. This approach allows us to simultane- ously select important risk factors and estimate their effects for each event under investigation. We establish the oracle property of the BAR procedure and evaluate its performance through simulation studies. The proposed method is applied to a real-life HIV cohort dataset, further validating its applicability in practice.
format Preprint
id arxiv_https___arxiv_org_abs_2510_17084
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Variable Selection with Broken Adaptive Ridge Regression for Interval-Censored Competing Risks Data
Mahmoudi, Fatemeh
Li, Chenxi
Cai, Kaida
Lu, Xuewen
Methodology
Applications
Competing risks data refer to situations where the occurrence of one event pre- cludes the possibility of other events happening, resulting in multiple mutually exclusive events. This data type is commonly encountered in medical research and clinical trials, exploring the interplay between different events and informing decision-making in fields such as healthcare and epidemiology. We develop a penal- ized variable selection procedure to handle such complex data in an interval-censored setting. We consider a broad class of semiparametric transformation regression mod- els, including popular models such as proportional and non-proportional hazards models. To promote sparsity and select variables specific to each event, we employ the broken adaptive ridge (BAR) penalty. This approach allows us to simultane- ously select important risk factors and estimate their effects for each event under investigation. We establish the oracle property of the BAR procedure and evaluate its performance through simulation studies. The proposed method is applied to a real-life HIV cohort dataset, further validating its applicability in practice.
title Variable Selection with Broken Adaptive Ridge Regression for Interval-Censored Competing Risks Data
topic Methodology
Applications
url https://arxiv.org/abs/2510.17084