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High-throughput profiling is now common in biomedical research. In this paper we consider the layout of an etiology study composed of a failure time response, and gene expression measurements. In current practice, a widely adopted approach is to select genes according to a preliminary marginal screening and a follow-up penalized regression for model building. Confounders, including for example clinical...
In the accelerated hazards regression model with censored data, estimation of the covariance matrices of the regression parameters is difficult, since it involves the unknown baseline hazard function and its derivative. This paper provides simple but reliable procedures that yield asymptotically normal estimators whose covariance matrices can be easily estimated. A class of weight functions are introduced...
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