Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control

DOI10.1093/BIOMET/ASR016zbMath1215.62068OpenAlexW2094542095MaRDI QIDQ155191

H. C. Van Houwelingen, J. J. Goeman, L. Finos, Livio Finos, Jelle J. Goeman, Hans C. van Houwelingen

Publication date: 24 May 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bf67c1229b3d8dde001fee1388e3bbb2220af72f

zbMATH Keywords

score testlogistic regressionhigh-dimensional dataglobal test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

Related Items (30)

A Minimax Optimal Ridge-Type Set Test for Global Hypothesis With Applications in Whole Genome Sequencing Association Studies ⋮ Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores ⋮ F-test and z-test for high-dimensional regression models with a factor structure ⋮ Variance-estimation-free test of significant covariates in high-dimensional regression ⋮ Testing predictor significance with ultra high dimensional multivariate responses ⋮ Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension ⋮ Testing a single regression coefficient in high dimensional linear models ⋮ Test for high-dimensional regression coefficients using refitted cross-validation variance estimation ⋮ Jackknife empirical likelihood test for high-dimensional regression coefficients ⋮ Test for high dimensional regression coefficients of partially linear models ⋮ Rank-based score tests for high-dimensional regression coefficients ⋮ Tests for Coefficients in High-dimensional Additive Hazard Models ⋮ Closed Testing with Globaltest, with Application in Metabolomics ⋮ Globaltest confidence regions and their application to ridge regression ⋮ Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances ⋮ A new nonparametric test for high-dimensional regression coefficients ⋮ A global × global test for testing associations between two large sets of variables ⋮ Testing covariates in high dimension linear regression with latent factors ⋮ Generalized F-test for high dimensional regression coefficients of partially linear models ⋮ Most powerful test against a sequence of high dimensional local alternatives ⋮ Fixed Effects Testing in High-Dimensional Linear Mixed Models ⋮ Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies ⋮ Testing regression coefficients in high-dimensional and sparse settings ⋮ Detecting rare and faint signals via thresholding maximum likelihood estimators ⋮ Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation ⋮ GLMaSPU ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix ⋮ Statistical inference for high-dimensional pathway analysis with multiple responses ⋮ A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion ⋮ A new test for part of high dimensional regression coefficients

This page was built for publication: Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control