Testing covariates in high-dimensional regression

DOI10.1007/s10463-013-0414-0zbMath1334.62113OpenAlexW2039149147MaRDI QIDQ743995

Hansheng Wang, Wei Lan, Chih-Ling Tsai

Publication date: 2 October 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0414-0

zbMATH Keywords

high-dimensional datageneralized linear modelpartial covariancehypotheses testingpaid search advertisingpartial F-test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

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Uses Software

• alr3

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