Ontology highlight
ABSTRACT:
SUBMITTER: Ahn KW
PROVIDER: S-EPMC5889760 | biostudies-literature | 2018 Apr
REPOSITORIES: biostudies-literature
Ahn Kwang Woo KW Kim Soyoung S
Statistics in medicine 20180221 9
We study the group bridge and the adaptive group bridge penalties for competing risks quantile regression with group variables. While the group bridge consistently identifies nonzero group variables, the adaptive group bridge consistently selects variables not only at group level but also at within-group level. We allow the number of covariates to diverge as the sample size increases. The oracle property for both methods is also studied. The performance of the group bridge and the adaptive group ...[more]