grpselect

the variable group object from `deCorr``

fgrp

a dataframe of time to event and event status. The primary outcome status is coded 1, the secondary outcome as 2, etc. The censored is coded as 0.

whether to use multiple cores for parallel computing. Default is TRUE.

parallel

This is the split step, where variable in subgroups are selected

The Proportional Subdistribution Hazard (PSH) model has been popular for estimating the effects of the covariates on the cause of interest in Competing Risks analysis. The fast accumulation of large scale datasets has posed a challenge to classical statistical methods. Current penalized variable selection methods show unsatisfactory performance in ultra-high dimensional data. We propose a novel method, the Random Approximate Elastic Net (RAEN), with a robust and generalized solution to the variable selection problem for the PSH model. Our method shows improved sensitivity for variable selection compared with current methods.

grpselect: grpselect

Description

Usage

Arguments

Value