Freund’s model with iterated sure independence screening in Cox proportional hazard model

Abstract

In our paper, we expand the iterative sure independence screening with Cox proportional hazard by using Freund’s model in a parallel system with two components. We propose LASSO Freund’s Sure Independence Screening and LASSO Freund’s Iterative Sure Independence Screening. Also, the correlated covariates are discussed to see its effectiveness. Simulation and real data withdrawal of a group of kidney cancer patients from the American Cancer Institute were used to implement the proposed method and to determine the genes that effect of kidney cancer. Simulation results showed encouraging performance for the proposed method in parallel systems compared to other techniques such as LASSO- sure independence screening.