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Jackknife empirical likelihood test for high-dimensional regression coefficients

文献类型：期刊论文

作者Zang, Yangguang1,2; Zhang, Sanguo1,2; Li, Qizhai3; Zhang, Qingzhao1,2
刊名COMPUTATIONAL STATISTICS & DATA ANALYSIS
出版日期2016-02-01
卷号94页码:302-316
关键词Jackknife empirical likelihood High-dimensional analysis Regression coefficients Partial test with nuisance parameter Power Type-I error rate
ISSN号0167-9473
DOI10.1016/j.csda.2015.08.012
英文摘要A novel way to test coefficients in high-dimensional linear regression model is presented. Under the 'large p small n' situation, the traditional methods, like F-test and t-test, are unsuitable or undefined. The proposed jackknife empirical likelihood test has an asymptotic chi-square distribution and the conditions are much weaker than those in the existing methods. Moreover, an extension of the proposed method can test part of the regression coefficients, which is practical in considering the significance for a subset of covariates. Simulations show that the proposed test has a good control of the type-I error,. and is more powerful than Zhong and Chen (2011)'s method in most cases. The proposed test is employed to analyze a rheumatoid arthritis data to find the association between rheumatoid arthritis and the SNPs on the chromosomes 6. (C) 2015 Elsevier B.V. All rights reserved.
资助项目China Postdoctoral Science Foundation[2014M550799] ; National Science Foundation of China[11401561] ; National Science Foundation of China[11371353] ; National Science Foundation of China[61134013] ; Strategic Priority Research Program of the Chinese Academy of Sciences[XDB13040600]
WOS研究方向Computer Science ; Mathematics
语种英语
WOS记录号WOS:000364798200021
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/21279]  
专题系统科学研究所
通讯作者Zhang, Qingzhao
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
2.Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100864, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100864, Peoples R China
推荐引用方式
GB/T 7714		 Zang, Yangguang,Zhang, Sanguo,Li, Qizhai,et al. Jackknife empirical likelihood test for high-dimensional regression coefficients[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2016,94:302-316.
APA Zang, Yangguang,Zhang, Sanguo,Li, Qizhai,&Zhang, Qingzhao.(2016).Jackknife empirical likelihood test for high-dimensional regression coefficients.COMPUTATIONAL STATISTICS & DATA ANALYSIS,94,302-316.
MLA Zang, Yangguang,et al."Jackknife empirical likelihood test for high-dimensional regression coefficients".COMPUTATIONAL STATISTICS & DATA ANALYSIS 94(2016):302-316.

入库方式： OAI收割

来源：数学与系统科学研究院

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