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2 votes
1 answer
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How to interpret coefficients from regularized cox regression?

I have computed regularized coxph model with LASSO penalty, some of the covariates are thus omited. But I got some non-zero betas. Is it possible to interpret these values, in some similar way as ...
pikachu's user avatar
  • 753
0 votes
1 answer
2k views

How to interpret Coxnet in R?

I am using Coxnet package for a dataset of 457 observations and 180 variables and also for another dataset of 457 observations and 25000 variables. ...
Jesvin Joy's user avatar
7 votes
1 answer
4k views

Interpretation of coefficients of glmnet - LASSO/Cox model?

I have done a LASSO / Cox model run for a large dataset of 10K observations which has 1200 Variables. ...
Sam's user avatar
  • 85
8 votes
2 answers
7k views

Cox model with LASSO

Rob Tibshirani propose to use lasso with Cox regression for variable selection in his 1997 paper "The lasso method for variable selection in the Cox model" published in Statistics In Medicine 16:385. ...
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