Generalized F-test for high dimensional regression coefficients of partially linear models

DOI10.1007/S11424-017-6012-0zbMATH Open1402.62159OpenAlexW2602368353MaRDI QIDQ1697682FDOQ1697682

Authors Siyang Wang, Hengjian Cui 

Publication date 20 February 2018

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-017-6012-0

zbMATH Keywords

power of testhigh-dimensional regressionpartially linear modelsgeneralized F-test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites Work

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• Adaptive Lasso for sparse high-dimensional regression models
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• Convergence of quadratic forms with nonvanishing diagonal
• Estimation in partially linear models.
• Generalized \(F\) test for high dimensional linear regression coefficients
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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• Nonlinear Time Series
• Nonparametric Monte Carlo tests and their applications.
• On the adaptive elastic net with a diverging number of parameters
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Root-N-Consistent Semiparametric Regression
• SCAD-penalized regression in high-dimensional partially linear models
• Testing Against a High Dimensional Alternative
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Testing a single regression coefficient in high dimensional linear models
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• Tests for high-dimensional regression coefficients with factorial designs
• The partial linear model in high dimensions
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Two-stage model selection procedures in partially linear regression

Cited In (10)

• A new test for high‐dimensional regression coefficients in partially linear models
• Testing linearity in functional partially linear models
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
• Test for high dimensional regression coefficients of partially linear models
• A new test for part of high dimensional regression coefficients
• Generalized \(F\) test for high dimensional linear regression coefficients
• Linear hypothesis testing for high dimensional generalized linear models
• Tests for regression coefficients in high dimensional partially linear models
• Empirical likelihood test for regression coefficients in high dimensional partially linear models
• Test for high dimensional partially linear models

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