Title
Sample size determination for high dimensional parameter estimation with application to biomarker identification.
Abstract
We consider sample size calculation to obtain sufficient estimation precision and control the length of confidence intervals under high dimensional assumptions. In particular, we intend to provide more general results for sample size determination when a large number of parameter values need to be computed for a fixed sample. We consider three design approaches: normal approximation, inequality method and regression method. These approaches are applied to sample size calculation in estimating the Net Reclassification Improvement (NRI) and the Integrated Discrimination Improvement (IDI) for a diagnostic or screening study. Two medical examples are also provided as illustration. Our results suggest the regression method in general can yield a much smaller sample size than other methods.
Year
DOI
Venue
2018
10.1016/j.csda.2017.08.010
Computational Statistics & Data Analysis
Keywords
Field
DocType
Bernstein inequality,Bonferroni inequality,IDI,NRI,Sample size calculation,Training sample
Econometrics,Bernstein inequalities,Regression,Normal approximation,Estimation theory,Statistics,Confidence interval,Bonferroni inequality,Sample size determination,Mathematics,Biomarker identification
Journal
Volume
Issue
ISSN
118
C
0167-9473
Citations 
PageRank 
References 
0
0.34
1
Authors
2
Name
Order
Citations
PageRank
Binyan Jiang151.80
Jialiang Li2578.21