Allowing for mandatory covariates in boosting estimation of sparse high-dimensional survival models |
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| Authors: | Harald Binder Martin Schumacher |
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| Affiliation: | (1) Freiburg Center for Data Analysis and Modeling, University of Freiburg, Eckerstr. 1, 79104 Freiburg, Germany;(2) Institute of Medical Biometry and Medical Informatics, University Medical Center Freiburg, Stefan-Meier-Str. 26, 79104 Freiburg, Germany |
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| Abstract: | Background When predictive survival models are built from high-dimensional data, there are often additional covariates, such as clinical scores, that by all means have to be included into the final model. While there are several techniques for the fitting of sparse high-dimensional survival models by penalized parameter estimation, none allows for explicit consideration of such mandatory covariates. |
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