Name
Abstract | ||
|---|---|---|
A novel way to test coefficients in high-dimensional linear regression model is presented. Under the 'large p small n ' situation, the traditional methods, like F -test and t -test, are unsuitable or undefined. The proposed jackknife empirical likelihood test has an asymptotic chi-square distribution and the conditions are much weaker than those in the existing methods. Moreover, an extension of the proposed method can test part of the regression coefficients, which is practical in considering the significance for a subset of covariates. Simulations show that the proposed test has a good control of the type-I error, and is more powerful than Zhong and Chen (2011)'s method in most cases. The proposed test is employed to analyze a rheumatoid arthritis data to find the association between rheumatoid arthritis and the SNPs on the chromosomes 6. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.csda.2015.08.012 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
Jackknife empirical likelihood,High-dimensional analysis,Regression coefficients,Partial test with nuisance parameter,Power,Type-I error rate | Econometrics,Covariate,Score test,Jackknife resampling,Likelihood-ratio test,Empirical likelihood,High dimensional regression,Exact test,Statistics,Mathematics,Linear regression | Journal |
Volume | Issue | ISSN |
94 | C | 0167-9473 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yangguang Zang | 1 | 0 | 0.34 |
| zhang | 2 | 6 | 2.70 |
| Qizhai Li | 3 | 1 | 1.50 |
| Qizhai Li | 4 | 17 | 3.81 |