1
Master of Science in Mathematical Statistics, Shahrood University of Technology
2
Master of Science in Mathematical Statistics, Ferdowsi University of Mashhad
Abstract
In the analysis of censored survival data, Cox regression models are of particular importance. As the variables in a model increase, penalized methods can be used to achieve more efficient models. In this paper, penalized Cox regression models are reviewed for some well-known penalized functions. The mgus2 medical dataset is also examined and it is shown that penalized models fit this data better than Cox regression, with lasso penalization performing best for this data.
