|COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring.|
Focussed model selection and model averaging for the Cox regression model
If you have a question about this talk, please contact Nikolaos Demiris.
Survival data are recorded consisting of life times, censoring indicators, and a whole set of covariates of which not all of them might be worth including in an analysis. A popular model for such data is the Cox model of proportional hazards. Inside this semiparametric model we study the variable selection problem. Models are constructed for various reasons: to estimate the relative risk, a survival probability, a cumulative hazard,... The focussed information criterion provides a way to select the best model depending on this quantity of interest. We also discuss the important issue of inference after model selection, dealt with via model averaging estimators. (This is joint work with Nils Lid Hjort.)
This talk is part of the MRC Biostatistics Unit Seminars series.
This talk is included in these lists:
Note that ex-directory lists are not shown.
Other listsCRASSH Martin Centre Research Seminars, Dept of Architecture Pharmacology Tea Club Seminars
Other talksTBC On the origin of animals, and the intervention of the modern biosphere Structure-based design of vaccines for HIV-1 and RSV The 2015 Innate Immunity Summit Day 2 - Corporate Finance Theory Symposium 2015 Café Synthetique