Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Cox proportional hazard model with L1 penalty

  • Received : 2011.04.25
  • Accepted : 2011.05.23
  • Published : 2011.05.31
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Abstract

The proposed method is based on a penalized log partial likelihood of Cox proportional hazard model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log partial likelihood function of Cox proportional hazard model. It provide the ecient computation including variable selection and leads to the generalized cross validation function for the model selection. Experimental results are then presented to indicate the performance of the proposed procedure.

Keywords

References

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