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- 2017
Adaptive Elastic Net方法在Cox模型变量选择中的研究
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Abstract:
将Adaptive Elastic Net方法运用于Cox模型的变量选择中，证明了在一定条件下，Cox模型的Adaptive Elastic Net估计具有组效应性质.数值模拟和具体实例验证了该估计的组效应性质，表明Cox模型的Adaptive Elastic Net方法优于Lasso方法、Adaptive Lasso方法和Elastic Net方法.
In this paper, we study the adaptive elastic net method applied in variable selection of the Cox model. We prove the grouping effect property of its estimators under certain conditions. Finally, we show the grouping effect property by a numerical simulation and a real case, demonstrating that for the Cox model, the adaptive elastic net method performs better than the Lasso method, the adaptive Lasso method and the elastic net method
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