Stagewise Variable Selection for Joint Semi-Competing Risk Models
Overview | 1. Statistical Background | 1.1 Semi-Competing Risks | 1.2 Joint Frailty Model (JFM) | 1.3 Joint Scale-Change Model (JSCM) | 1.4 Stagewise Variable Selection | 1.5 Cross-Validation | 2. Installation | 3. Data Format | 4. Simulating Data | 4.1 Joint Frailty Model data | 4.2 Joint Scale-Change Model data | 5. Joint Frailty Model (JFM) Workflow | 5.1 Fit the Stagewise Regularization Path | 5.2 Explore the Regularization Path | 5.3 Plot the Coefficient Path | 5.4 Cross-Validation | 5.5 Plot the CV Results | 5.6 Extract Coefficients and Summarize | 5.7 Baseline Hazard | 5.8 Survival Prediction | 6. Other Penalty Types (JFM) | 6.1 Lasso | 6.2 Group Lasso | 6.3 Comparing Penalties | 7. Joint Scale-Change Model (JSCM) Workflow | 7.1 Fit the Stagewise Path | 7.2 Cross-Validation | 7.3 Results | 7.4 Baseline Hazard (JSCM) | 7.5 Survival Prediction and AFT Interpretation | 8. Interpreting Output | 8.1 Alpha and Beta Conventions | 8.2 Cooperative Lasso and Variable Grouping | 8.3 Survival Curve Interpretation | 9. Default Parameters | 10. Model Evaluation | 10.1 Coefficient Recovery | 10.2 Time-Varying AUC | 11. References