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Variable selection in competing risks models based on quantile regression |
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| Authors: | Erqian Li Maozai Tian Man-Lai Tang |
| Affiliation: | 1. Department of Statistics, Renmin University of China, Beijing, China;2. Department of Statistics, Renmin University of China, Beijing, China School of Statistics, Lanzhou University of Finance and Economics, Gansu, China School of Statistics and Information, Xinjiang University of Finance, Xinjiang, China;3. Department of Mathematics and Statistics, The Hang Seng University of Hong Kong, Hong Kong |
| Abstract: | The proportional subdistribution hazard regression model has been widely used by clinical researchers for analyzing competing risks data. It is well known that quantile regression provides a more comprehensive alternative to model how covariates influence not only the location but also the entire conditional distribution. In this paper, we develop variable selection procedures based on penalized estimating equations for competing risks quantile regression. Asymptotic properties of the proposed estimators including consistency and oracle properties are established. Monte Carlo simulation studies are conducted, confirming that the proposed methods are efficient. A bone marrow transplant data set is analyzed to demonstrate our methodologies. |
| Keywords: | competing risks penalized estimating equation quantile regression variable selection |