Testing covariates in high-dimensional regression

DOI10.1007/s10463-013-0414-0zbMath1334.62113OpenAlexW2039149147MaRDI QIDQ743995

Hansheng Wang, Wei Lan, 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 datageneralized linear modelpartial covariancehypotheses testingpaid search advertisingpartial F-test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Related Items (17)

High dimensional cross-sectional dependence test under arbitrary serial correlation ⋮ F-test and z-test for high-dimensional regression models with a factor structure ⋮ Variance-estimation-free test of significant covariates in high-dimensional regression ⋮ Testing predictor significance with ultra high dimensional multivariate responses ⋮ High-dimensional inference on covariance structures via the extended cross-data-matrix methodology ⋮ Test for high dimensional regression coefficients of partially linear models ⋮ A multi-step procedure to determine the number of factors in large approximate factor models ⋮ Tests for Coefficients in High-dimensional Additive Hazard Models ⋮ New Tests for High-Dimensional Linear Regression Based on Random Projection ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization ⋮ Tests for high-dimensional single-index models ⋮ Testing covariates in high dimension linear regression with latent factors ⋮ A high dimensional two-sample test under a low dimensional factor structure ⋮ Conditional mean and quantile dependence testing in high dimension ⋮ Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix

Uses Software

• alr3

Cites Work

• High dimensional covariance matrix estimation using a factor model
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• Expectation of quadratic forms in normal and nonnormal variables with applications
• A two-sample test for high-dimensional data with applications to gene-set testing
• Forward Regression for Ultra-High Dimensional Variable Screening
• Analysis of Messy Data Volume 1
• Mathematical Statistics
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Applied Linear Regression
• Tests for High-Dimensional Covariance Matrices
• Tests for High-Dimensional Regression Coefficients With Factorial Designs
• Regression Analysis by Example
• Regression methods in biostatistics. Linear, logistic, survival, and repeated measures models.
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