All Subsets Regression in Cox Model.

Abstract

This paper shows that within the framework of the proportional hazards model all subsets regression can be performed with very little computational efforts. A selection criterion based on Wald statistic is motivated by a cross-validation argument in which the status of one observation is changed from uncensored to censored. This criterion is seen to be formally equivalent to Mallow's C sub P and thus the problem is reduced to one readily handled by standard statistical packages. The procedure is applied to the multiple myeloma data to give results remarkably different from those obtained by previous workers using stepwise procedures. New insights are gained and the superiority of all subsets regression over stepwise regression is clearly demonstrated. (Author).

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Document Details

Document Type
Technical Report
Publication Date
Mar 04, 1986
Accession Number
ADA166897

Entities

People

  • Anthony Y. C. Kuk

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Biometrics
  • Computations
  • Contracts
  • Data Science
  • Data Sets
  • Governments
  • Information Science
  • Military Research
  • Observation
  • Standards
  • Statistics
  • Survival
  • United States
  • United States Government
  • Validation

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design