摘要
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.
作者
韦新星
李春红
戴洪帅
WEI Xin-xing LI Chun-hong DAI Hong-shuai(School of Mathematics and Statistics, Hechi University, Yizhou Guangxi 546300, China School of Mathematics and Information Science, Guangxi University, Nanning 530004, China School of Statistics, Shandong University of Finance and Economics, Jinan 250014, China)
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2017年第9期88-94,共7页
Journal of Southwest University(Natural Science Edition)
基金
国家自然科学基金项目(11361007
71671104)
教育部人文社科规划基金项目(16YJA910003)
广西自然科学基金(2014GXNSFCA118001)
河池学院硕士专业学位建设基金课题2016YT004
山东省高等学校优势学科人才团队培育计划
山东财经大学优势学科人才团队孵化计划项目
