Variable selection using inverse probability of censoring weighting
Masahiro Kojima
Abstract:In this article, we propose two variable selection methods for adjusting the censoring information for survival times, such as the restricted mean survival time. To adjust for the influence of censoring, we consider an inverse probability of censoring weighted for subjects with events. We derive a least absolute shrinkage and selection operator (lasso)-type variable selection method, which considers an inverse weighting for of the squared losses, and an information criterion-type variable selection method, whi… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.