Testing covariates in high-dimensional regression

DOI10.1007/s10463-013-0414-0zbMath1334.62113MaRDI QIDQ743995

Wei Lan, Hansheng Wang, Chih-Ling Tsai

Publication date: 2 October 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0414-0

zbMATH Keywords

high-dimensional data; generalized linear model; partial covariance; hypotheses testing; paid search advertising; partial F-test

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

62J12: Generalized linear models (logistic models)

Uses Software

• alr3