Tests for p-regression coefficients in linear panel model when p is divergent

DOI10.1007/S10255-020-0947-YMaRDI QIDQ2023728zbMATH OpenOpenAlexFDO

Authors Jing Zhao, Wei-hu Cheng, Yao-hua Rong, Mi-Xia Wu, Yuping Hu

Publication date 3 May 2021

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-020-0947-y

zbMATH Keywords

\(F_W\)-statisticpanel dataregression coefficient

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) 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

• Adaptive Lasso for sparse high-dimensional regression models
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Convergence of quadratic forms with nonvanishing diagonal
• Empirical likelihood test for high dimensional linear models
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Generalized \(F\) test for high dimensional linear regression coefficients
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• On exact tests of linear hypothesis in linear models with nested error structure
• Tests for high-dimensional regression coefficients with factorial designs
• Variable selection in nonparametric additive models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• Hypothesis testing in linear regression when k/n is large

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