Variable selection for interval-censored failure time data

Abstract

[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] Variable selection is a commonly asked question and various traditional variable selec- tion methods have been developed, including forward, backward and stepwise selec- tion, as well as best subset selection. Among these conventional selection techniques, the best subset selection is recommended by most researchers. However, this method requires fitting all sub-models, which can be very time-consuming when the number of covariates p is large.