Regularized competing risk frailty models

[rborder]

Is regularization possible in competing risk frailty models? The documentation mentions the LASSO in the ahaz package, but as far as I can tell, ahaz can't handle that sort of model?

Thanks!

[scheike]

No not for that particular model, but if you want to do a regularization in a competing risk model you can use the approach of

Biostatistics. 2016 Oct;17(4):708-21. doi: 10.1093/biostatistics/kxw017. Epub 2016 Apr 26. Penalized estimation for competing risks regression with applications to high-dimensional covariates.

that is easy to do in terms of fitting the models

best regards

Thomas

[rborder]

Cheers