A regularized multi-state model for covariate selection with interval-censored survival data
Ariane Bercu, Agathe Guilloux, C\'ecile Proust-Lima, H\'el\`ene Jacqmin-Gadda

TL;DR
This paper introduces a regularized multi-state model with an efficient algorithm for covariate selection in interval-censored survival data, improving prediction and variable selection in high-dimensional settings.
Contribution
It develops a novel regularized estimation procedure for illness-death models with interval censoring, enabling high-dimensional covariate selection with an elastic-net penalty.
Findings
High predictive performance in simulations
Accurate selection of transition-specific risk factors
Better prediction than cause-specific competing risk models
Abstract
In population-based cohorts, disease diagnoses are typically censored by intervals as made during scheduled follow-up visits. The exact disease onset time is thus unknown, and in the presence of semi-competing risk of death, subjects may also die in between two visits before any diagnosis can be made. Illness-death models can be used to handle uncertainty about illness timing and the possible absence of diagnosis due to death. However, they are so far limited in the number of covariates. We developed a regularized estimation procedure for illness-death models with interval-censored illness diagnosis that performs variable selection in the case of high-dimensional predictors. We considered a proximal gradient hybrid algorithm maximizing the regularized likelihood with an elastic-net penalty. The algorithm simultaneously estimates the regression parameters of the three transitions under…
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