Rakhmawati TW, Ha ID, Lee H, Lee Y. Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data.
Stat Med 2021;
40:6541-6557. [PMID:
34541690 DOI:
10.1002/sim.9197]
[Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/09/2020] [Revised: 08/27/2021] [Accepted: 08/28/2021] [Indexed: 11/08/2022]
Abstract
Competing risks data usually arise when an occurrence of an event precludes other types of events from being observed. Such data are often encountered in a clustered clinical study such as a multi-center clinical trial. For the clustered competing-risks data which are correlated within a cluster, competing-risks models allowing for frailty terms have been recently studied. To the best of our knowledge, however, there is no literature on variable selection methods for cause-specific hazard frailty models. In this article, we propose a variable selection procedure for fixed effects in cause-specific competing risks frailty models using a penalized h-likelihood (HL). Here, we study three penalty functions, LASSO, SCAD, and HL. Simulation studies demonstrate that the proposed procedure using the HL penalty works well, providing a higher probability of choosing the true model than LASSO and SCAD methods without losing prediction accuracy. The proposed method is illustrated by using two kinds of clustered competing-risks cancer data sets.
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