1 year ago
#25542
Hatem Ali
penalized cox regression in Python- how to get coefficient and confidence interval after Choosing penalty strength α?
I am trying to do penalized cox regression in python and to get the coeffecients, I am struggling to get the confidence intervals and would appreciate your help.Running this code , I can get the coefficient for each variable. However, I am struggling to get the P value or confidence interval
I wonder what is the next step to get the P value and confidence interval Codes are :
import warnings
from sklearn.exceptions import ConvergenceWarning
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import StandardScaler
coxnet_pipe = make_pipeline(
StandardScaler(),
CoxnetSurvivalAnalysis(l1_ratio=0.9, alpha_min_ratio=0.01, max_iter=100)
)
warnings.simplefilter("ignore", ConvergenceWarning)
coxnet_pipe.fit(Xt, y)
estimated_alphas = coxnet_pipe.named_steps["coxnetsurvivalanalysis"].alphas_
cv = KFold(n_splits=5, shuffle=True, random_state=0)
gcv = GridSearchCV(
make_pipeline(StandardScaler(), CoxnetSurvivalAnalysis(l1_ratio=0.9)),
param_grid={"coxnetsurvivalanalysis__alphas": [[v] for v in estimated_alphas]},
cv=cv,
error_score=0.5,
n_jobs=4).fit(Xt, y)
cv_results = pd.DataFrame(gcv.cv_results_)
best_model = gcv.best_estimator_.named_steps["coxnetsurvivalanalysis"]
best_coefs = pd.DataFrame(
best_model.coef_,
index=Xt.columns,
columns=["coefficient"]
)
python
alpha
cox
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