• Title/Summary/Keyword: penalized partial likelihood

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A correction of SE from penalized partial likelihood in frailty models

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.895-903
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    • 2009
  • The penalized partial likelihood based on restricted maximum likelihood method has been widely used for the inference of frailty models. However, the standard-error estimate for frailty parameter estimator can be downwardly biased. In this paper we show that such underestimation can be corrected by using hierarchical likelihood. In particular, the hierarchical likelihood gives a statistically efficient procedure for various random-effect models including frailty models. The proposed method is illustrated via a numerical example and simulation study. The simulation results demonstrate that the corrected standard-error estimate largely improves such bias.

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Cox proportional hazard model with L1 penalty

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.613-618
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    • 2011
  • 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.

Network-based regularization for analysis of high-dimensional genomic data with group structure (그룹 구조를 갖는 고차원 유전체 자료 분석을 위한 네트워크 기반의 규제화 방법)

  • Kim, Kipoong;Choi, Jiyun;Sun, Hokeun
    • The Korean Journal of Applied Statistics
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    • v.29 no.6
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    • pp.1117-1128
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    • 2016
  • In genetic association studies with high-dimensional genomic data, regularization procedures based on penalized likelihood are often applied to identify genes or genetic regions associated with diseases or traits. A network-based regularization procedure can utilize biological network information (such as genetic pathways and signaling pathways in genetic association studies) with an outstanding selection performance over other regularization procedures such as lasso and elastic-net. However, network-based regularization has a limitation because cannot be applied to high-dimension genomic data with a group structure. In this article, we propose to combine data dimension reduction techniques such as principal component analysis and a partial least square into network-based regularization for the analysis of high-dimensional genomic data with a group structure. The selection performance of the proposed method was evaluated by extensive simulation studies. The proposed method was also applied to real DNA methylation data generated from Illumina Innium HumanMethylation27K BeadChip, where methylation beta values of around 20,000 CpG sites over 12,770 genes were compared between 123 ovarian cancer patients and 152 healthy controls. This analysis was also able to indicate a few cancer-related genes.