title: Variable selection strategies in survival models with multiple imputations.
abstract: In this paper, the variable selection strategies (criteria) are thoroughly discussed and their use in various survival models is investigated. The asymptotic efficiency property, in the sense of Shibata Ann Stat 8: 147-164, 1980, of a class of variable selection strategies which includes the AIC and all criteria equivalent to it, is established for a general class of survival models, such as parametric frailty or transformation models and accelerated failure time models, under minimum conditions. Furthermore, a multiple imputations method is proposed which is found to successfully handle censored observations and constitutes a competitor to existing methods in the literature. A number of real and simulated data are used for illustrative purposes.
authors.affiliation: Department of Mathematics and Statistics, University of Cyprus, New University Campus, Nicosia, Cyprus. vonta@ucy.ac.cy
authors.forename: Filia
authors.initials: F
authors.lastname: Vonta
authors.forename: Alex
authors.initials: A
authors.lastname: Karagrigoriou
mesh_terms: D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D006801:Humans; D008105:Liver Cirrhosis, Biliary / Q000401:mortality; D008175:Lung Neoplasms / Q000401:mortality; D015233:Models, Statistical; D016019:Survival Analysis