Tests for high dimensional generalized linear models
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Publication:5378382
DOI10.1111/RSSB.12152zbMATH Open1414.62328arXiv1402.4882OpenAlexW2114471116MaRDI QIDQ5378382FDOQ5378382
Authors: Bin Guo, Song Xi Chen 
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Abstract: We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is conducted, which reveals that if the inverse of the link function is unbounded, the high dimensionality in the covariates can impose adverse impacts on the power of the test. We propose a test formation which can avoid the adverse impact of the high dimensionality. When the inverse of the link function is bounded such as the logistic or probit regression, the proposed test is as good as Goeman et al. (2011)'s test. The proposed tests provide p-values for testing significance for gene-sets as demonstrated in a case study on an acute lymphoblastic leukemia dataset.
Full work available at URL: https://arxiv.org/abs/1402.4882
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Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)
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