Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model

Hjort, N. L., & Claeskens, G. (2006). Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model. Journal of the American Statistical Association.

Type

Journal article

Intellectual base

Primary research

Year

2006

DOI

10.1198/016214506000000069

Link

https://doi.org/10.1198/016214506000000069

Cited by

1 citation across 1 artifact.

Domain-specific

• Focused Information Criterion
  • Because the focus derivatives differ, a subset preferred for median survival can differ from one preferred for a survival probability, and a patient profile can change which covariates matter most to the target.

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