Toward an objective and reproducible model choice via variable selection deviation

DOI10.1111/BIOM.12554MaRDI QIDQ5347399zbMATHOpenAlexWikidataFDO

Authors Wenjing Yang, Yuhong Yang

Publication date 23 May 2017

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/biom.12554

zbMATH Keywords

feature selectiongene expressionreproducibilitybioinformaticsvariable selection deviation

Mathematics Subject Classification ID

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

Recommendations

• Variable selection -- a review and recommendations for the practicing statistician
• Model-Free Variable Selection
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Cites work

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Adaptive Lasso for sparse high-dimensional regression models
• Adaptive Regression by Mixing
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Cross-validation for selecting a model selection procedure
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
• Information Theory and Mixing Least-Squares Regressions
• Model Selection: An Integral Part of Inference
• Nearly unbiased variable selection under minimax concave penalty
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(10)

• Visualization and assessment of model selection uncertainty
• Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization
• A regression framework for assessing covariate effects on the reproducibility of high-throughput experiments
• Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
• Variable selection -- a review and recommendations for the practicing statistician
• Feasibility as a mechanism for model identification and validation
• Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments
• Pruning variable selection ensembles
• scientific article; zbMATH DE number 4137201 (Why is no real title available?)
• Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

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