Penalty and Shrinkage Strategies Based on Local Polynomials for Right-Censored Partially Linear Regression

Entropy (Basel). 2022 Dec 15;24(12):1833. doi: 10.3390/e24121833.

Abstract

This study aims to propose modified semiparametric estimators based on six different penalty and shrinkage strategies for the estimation of a right-censored semiparametric regression model. In this context, the methods used to obtain the estimators are ridge, lasso, adaptive lasso, SCAD, MCP, and elasticnet penalty functions. The most important contribution that distinguishes this article from its peers is that it uses the local polynomial method as a smoothing method. The theoretical estimation procedures for the obtained estimators are explained. In addition, a simulation study is performed to see the behavior of the estimators and make a detailed comparison, and hepatocellular carcinoma data are estimated as a real data example. As a result of the study, the estimators based on adaptive lasso and SCAD were more resistant to censorship and outperformed the other four estimators.

Keywords: MCP; SCAD; elasticnet; lasso; local polynomial regression; partially linear model; right-censored data.

Grants and funding

The research of S. Ejaz Ahmed was supported by the Natural Sciences and the Engineering Research Council (NSERC) of Canada.