topic Re: Fine and Gray competing risk model Elastic Net selection in Statistical Procedures

Fine and Gray competing risk model Elastic Net selection

Abimal_Zippi — Tue, 24 May 2022 13:14:37 GMT

Gd day,

Can I ask your support how to include an elastic net penalised regression approach for variable selection for the Fine and Gray competing risk model using SAS (Fine-Gray proportional hazards models). How about optimizing proc glmselect procedure or any procedure to help model building for Fine-Gray competing risk model in a sequential way?

Thanks for your help.

Re: Fine and Gray competing risk model Elastic Net selection

Rick_SAS — Tue, 24 May 2022 14:26:52 GMT

In SAS/STAT, the PHREG procedure supports four kinds of variable selection,

including forward, backward, stepwise, and score (branch and bound). It does not support elastic nets.

In SAS Viya, the PHSELECT procedure, which fits models just like PROC PHREG, also supports the LASSO method.

I believe the only procedure that supports elastic net is the GLMSELECT procedure in SAS/STAT and the REGSELECT procedure in SAS Visual Statistics.

Re: Fine and Gray competing risk model Elastic Net selection

Abimal_Zippi — Wed, 25 May 2022 12:57:52 GMT

Thanks for this, Rick!