Cox model with lasso

[SeaMoon_168]

I want to create a Cox PH model with a lasso selection. I found a post published 

https://communities.sas.com/t5/Statistical-Procedures/LASSO-Cox-proportional-hazards-model/td-p/3316...

I also found lasso can be used for survival data  https://www.ncbi.nlm.nih.gov/pubmed/9044528.

I'd like to know if any updates on SAS that can make it happen?

[sbxkoenk]

See here :

• Home > Analytics > Stat Procs > LASSO Cox proportional hazards model
  https://communities.sas.com/t5/Statistical-Procedures/LASSO-Cox-proportional-hazards-model/td-p/3316...
• SAS Communities Library article
  A method to speed up PROC PHREG when doing a Cox regression
  Started ‎01-28-2015 | Modified ‎01-28-2016
  https://communities.sas.com/t5/SAS-Communities-Library/A-method-to-speed-up-PROC-PHREG-when-doing-a-...

Koen