Positive False Discovery Rate Estimate in Step-Wise Variable Selection

DOI10.1080/03610910701569614MaRDI QIDQ5436433zbMATH OpenOpenAlexFDO

Authors

Publication date 16 January 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910701569614

zbMATH Keywords

variable selectioncross-validationpharmacogeneticsmultiple-comparisonstamoxifen data

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07) Paired and multiple comparisons; multiple testing (62J15)

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• A simple forward selection procedure based on false discovery rate control
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Cites work

• A Direct Approach to False Discovery Rates
• A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
• Asymptotics for Lasso-type estimators.
• Empirical Bayes Analysis of a Microarray Experiment
• Linear Model Selection by Cross-Validation
• Significance analysis of microarrays applied to the ionizing radiation response
• Some results on false discovery rate in stepwise multiple testing procedures.
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• The control of the false discovery rate in multiple testing under dependency.

Cited in

(3)

• Fast FSR Variable Selection with Applications to Clinical Trials
• Why significant variables aren't automatically good predictors
• Model selection based on FDR-thresholding optimizing the area under the ROC-curve

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