Ontology highlight
ABSTRACT:
SUBMITTER: Ni AI
PROVIDER: S-EPMC5436496 | biostudies-literature | 2016 Sep
REPOSITORIES: biostudies-literature
Ni A I AI Cai Jianwen J Zeng Donglin D
Biometrika 20160810 3
Case-cohort designs are widely used in large cohort studies to reduce the cost associated with covariate measurement. In many such studies the number of covariates is very large, so an efficient variable selection method is necessary. In this paper, we study the properties of a variable selection procedure using the smoothly clipped absolute deviation penalty in a case-cohort design with a diverging number of parameters. We establish the consistency and asymptotic normality of the maximum penali ...[more]