2022
DOI: 10.3390/math10050763
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Variable Selection for Generalized Linear Models with Interval-Censored Failure Time Data

Abstract: Variable selection is often needed in many fields and has been discussed by many authors in various situations. This is especially the case under linear models and when one observes complete data. Among others, one common situation where variable selection is required is to identify important risk factors from a large number of covariates. In this paper, we consider the problem when one observes interval-censored failure time data arising from generalized linear models, for which there does not seem to exist a… Show more

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Cited by 2 publications
(1 citation statement)
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“…(2) Equation ( 17) is constrained and cannot be solved directly. Therefore, this paper introduces the quadratic penalty function term 𝜂 and the Lagrange multiplier operator 𝜆(𝑡), transforms the variational form with the above constraints into an unconditional variational problem [10], and constructs the augmented Lagrange function:…”
Section: Establishment Of Vmd-gwo-svr Modelmentioning
confidence: 99%
“…(2) Equation ( 17) is constrained and cannot be solved directly. Therefore, this paper introduces the quadratic penalty function term 𝜂 and the Lagrange multiplier operator 𝜆(𝑡), transforms the variational form with the above constraints into an unconditional variational problem [10], and constructs the augmented Lagrange function:…”
Section: Establishment Of Vmd-gwo-svr Modelmentioning
confidence: 99%