grpreg
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'weights' argument in cv.grpsurv() does not work
I am trying to test different weights on my cox LASSO model to see if it will improve the model's performance.
However, there was no difference in the C-index scores when the model was weighted vs any of the weights I tested (1, 2.5, 5, 7.5, 10). The 'weights' argument is not being applied to the model.