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?
See here :
Koen
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