Linear hypothesis testing for high dimensional generalized linear models (Q2328055)
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scientific article; zbMATH DE number 7114925
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| English | Linear hypothesis testing for high dimensional generalized linear models |
scientific article; zbMATH DE number 7114925 |
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Linear hypothesis testing for high dimensional generalized linear models (English)
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9 October 2019
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In the paper, the accuracy of estimations with the high dimensional generalized linear models has been obtained by the linear hypotheses tests, that partial penalized likelihood ratio test, a partial penalized score test and a partial penalized Wald test. Then, empirical analysis of a real data example is used to illustrate the proposed testing procedures.
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score test
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Wald test
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linear hypothesis
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likelihood ratio statistics
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high dimensional testing
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0.8605687618255615
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0.843349277973175
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0.8300964832305908
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0.8176891207695007
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0.8134166598320007
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