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Jackknife empirical likelihood test for high-dimensional regression coefficients
Zang, Yangguang1,2; Zhang, Sanguo1,2; Li, Qizhai3; Zhang, Qingzhao1,2
AbstractA 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.
KeywordJackknife empirical likelihood High-dimensional analysis Regression coefficients Partial test with nuisance parameter Power Type-I error rate
Funding ProjectChina 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 Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Interdisciplinary Applications ; Statistics & Probability
WOS IDWOS:000364798200021
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Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Affiliation1.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
Recommended Citation
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.
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