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SUMMARY:Focussed model selection and model averaging for the Cox regressio
 n model - Gerda Claeskens\, Katholieke Universiteit Leuven
DTSTART:20080603T133000Z
DTEND:20080603T143000Z
UID:TALK11898@talks.cam.ac.uk
CONTACT:Nikolaos Demiris
DESCRIPTION:Survival data are recorded consisting of life times\, censorin
 g indicators\, and a whole set of covariates of which not all of them migh
 t be worth including in an analysis. A popular model for such data is the 
 Cox model of proportional hazards. Inside this semiparametric model we stu
 dy the variable selection problem. Models are constructed for various reas
 ons: to estimate the relative risk\, a survival probability\, a cumulative
  hazard\,... The focussed information criterion provides a way to select t
 he best model depending on this quantity of interest. We also discuss the 
 important issue of inference after model selection\, dealt with via model 
 averaging estimators. (This is joint work with Nils Lid Hjort.)
LOCATION:Large Seminar Room\, 1st Floor\, Institute of Public Health\, Uni
 versity Forvie Site\, Robinson Way\, Cambridge
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