FDR control and power analysis for high-dimensional logistic regression via Stabkoff

DOI10.1007/S00362-023-01501-5MaRDI QIDQ6581292zbMATH OpenFDO

Authors Panxu Yuan, Yinfei Kong, Gaorong Li

Publication date 30 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01501-5

zbMATH Keywords

false discovery ratelogistic regressionpower analysisstability knockoffsvariable selection

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

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• Deep knockoffs
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• Familywise error rate control via knockoffs
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• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
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Cited in

(2)

• Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
• A feature selection algorithm optimizing fitting and predictive performance of logistic regression: a case study on financial literacy and pension planning

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