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Cox proportional Hazard Model under Regularization: A simulation Study
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2026 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

One of the most widely applied models in survival analysis is the Cox proportional hazards model (CPHM). However, modern applications with highdimensional data have put pressure on the model. Together with challengesinherent to survival data, such as censored observations and complex correlation structures, methods have been proposed to improve its predictive accuracy.For this study, we focused on ridge and least absolute shrinkage and selectionoperator (LASSO) penalized CPHM to evaluate how predictive ability changesunder varying settings. By simulating survival data factors including samplesize, number of predictors, correlation, and censoring were controlled and evaluated with concordance index (C-index) and the integrated Brier score (IBS).The results showed small but consistent differences in predictive performancebased on regularization method and evaluation measurement.

Place, publisher, year, edition, pages
2026.
National Category
Statistics in Social Sciences
Identifiers
URN: urn:nbn:se:uu:diva-584198OAI: oai:DiVA.org:uu-584198DiVA, id: diva2:2052058
Available from: 2026-04-10 Created: 2026-04-10 Last updated: 2026-04-10Bibliographically approved

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CiteExportLink to record
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