title: Penalized variable selection in competing risks regression.
abstract: Penalized variable selection methods have been extensively studied for standard time-to-event data. Such methods cannot be directly applied when subjects are at risk of multiple mutually exclusive events, known as competing risks. The proportional subdistribution hazard (PSH) model proposed by Fine and Gray (J Am Stat Assoc 94:496-509, 1999) has become a popular semi-parametric model for time-to-event data with competing risks. It allows for direct assessment of covariate effects on the cumulative incidence function. In this paper, we propose a general penalized variable selection strategy that simultaneously handles variable selection and parameter estimation in the PSH model. We rigorously establish the asymptotic properties of the proposed penalized estimators and modify the coordinate descent algorithm for implementation. Simulation studies are conducted to demonstrate the good performance of the proposed method. Data from deceased donor kidney transplants from the United Network of Organ Sharing illustrate the utility of the proposed method.
authors.affiliation: Biostatistics Department, Yale University, 60 College Street, New Haven, CT, 06510, USA.
authors.forename: Zhixuan
authors.initials: Z
authors.lastname: Fu
authors.affiliation: Section of Nephrology, Department of Internal Medicine, Yale University, 60 Temple Street, Suite 6C, New Haven, CT, 06510, USA.
authors.forename: Chirag R
authors.initials: CR
authors.lastname: Parikh
authors.affiliation: Biostatistics Department, Yale University, 60 College Street, New Haven, CT, 06510, USA. bingqing.zhou@yale.edu.|Novartis AG, 1 Health Plaza, East Hanover, NJ, USA. bingqing.zhou@yale.edu.
authors.forename: Bingqing
authors.initials: B
authors.lastname: Zhou
mesh_terms: D003627:Data Interpretation, Statistical; D006801:Humans; D015994:Incidence; D016016:Proportional Hazards Models; D012306:Risk
keywords: Competing risks; Cumulative incidence function; Group variable selection; Oracle properties; Penalized variable selection; Proportional subdistribution hazard