Physical Sciences and Mathematics Commons^™

Survival Analysis With High-Dimensional Covariates: An Application In Microarray Studies, David Engler, Yi Li

Faculty Publications

Use of microarray technology often leads to high-dimensional and low-sample size (HDLSS) data settings. A variety of approaches have been proposed for variable selection in this context. However, only a small number of these have been adapted for time-to-event data where censoring is present. Among standard variable selection methods shown both to have good predictive accuracy and to be computationally efficient is the elastic net penalization approach. In this paper, adaptations of the elastic net approach are presented for variable selection both under the Cox proportional hazards model and under an accelerated failure time (AFT) model. Assessment of the two …