Linear hypothesis testing for high dimensional generalized linear models

DOI10.1214/18-AOS1761zbMATH Open1436.62355OpenAlexW2966650337WikidataQ90168716 ScholiaQ90168716MaRDI QIDQ2328055FDOQ2328055

Authors: Chengchun Shi, Rui Song, Zhao Chen, Runze Li 

Publication date: 9 October 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1564797860

Recommendations

• Linear hypothesis testing in dense high-dimensional linear models
• Generalized F-test for high dimensional regression coefficients of partially linear models
• Tests for high dimensional generalized linear models
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• The likelihood ratio test for high-dimensional linear regression model

zbMATH Keywords

Wald testscore testlikelihood ratio statisticslinear hypothesishigh dimensional testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• Estimating the dimension of a model
• Title not available (Why is that?)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• On asymptotically optimal confidence regions and tests for high-dimensional models
• A significance test for the lasso
• Exact post-selection inference, with application to the Lasso
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Nonconcave penalized likelihood with a diverging number of parameters.
• Sparse matrix inversion with scaled Lasso
• A Lyapunov-type Bound in R^d
• Tuning Parameter Selection in High Dimensional Penalized Likelihood
• A general theory of hypothesis tests and confidence regions for sparse high dimensional models
• Rejoinder: ``A significance test for the lasso
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
• Title not available (Why is that?)
• Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
• Partial penalized empirical likelihood ratio test under sparse case
• Linear hypothesis testing for high dimensional generalized linear models

Cited In (34)

• A regularization-based adaptive test for high-dimensional GLMs
• Linear Hypothesis Testing in Linear Models With High-Dimensional Responses
• Are Latent Factor Regression and Sparse Regression Adequate?
• Integrative Factor Regression and Its Inference for Multimodal Data Analysis
• Variable selection for distributed sparse regression under memory constraints
• The likelihood ratio test for high-dimensional linear regression model
• High-Dimensional Censored Regression via the Penalized Tobit Likelihood
• Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
• Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
• Linear hypothesis testing in dense high-dimensional linear models
• Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
• Tests for high dimensional generalized linear models
• Generalized linear models with structured sparsity estimators
• Testability of high-dimensional linear models with nonsparse structures
• On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization
• Testing Mediation Effects Using Logic of Boolean Matrices
• Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators
• Homogeneity detection for the high-dimensional generalized linear model
• Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• Linear hypothesis testing in ultra high dimensional generalized linear mixed models
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
• Goodness-of-Fit Tests for High Dimensional Linear Models
• An overview of tests on high-dimensional means
• Linear hypothesis testing for high dimensional generalized linear models
• Statistical significance in high-dimensional linear models
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
• Generalized F-test for high dimensional regression coefficients of partially linear models
• Poisson Regression With Error Corrupted High Dimensional Features
• Factor-adjusted tests for generalized linear models with multimodal data: an application to breast cancer data
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
• Inference for large-scale linear systems with known coefficients
• New Tests for High-Dimensional Linear Regression Based on Random Projection
• An adaptive test on high-dimensional parameters in generalized linear models

Uses Software

• covTest

This page was built for publication: Linear hypothesis testing for high dimensional generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2328055)