Jackknife empirical likelihood test for high-dimensional regression coefficients

doi:10.1016/j.csda.2015.08.012

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	Jackknife empirical likelihood test for high-dimensional regression coefficients
	Zang, Yangguang 1,2; Zhang, Sanguo 1,2; Li, Qizhai3 ; Zhang, Qingzhao 1,2
	2016-02-01
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	94 页码:302-316
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.
关键词	Jackknife empirical likelihood High-dimensional analysis Regression coefficients Partial test with nuisance parameter Power Type-I error rate
DOI	10.1016/j.csda.2015.08.012
语种	英语
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
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000364798200021
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21280
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.