Large numbers of explanatory variables: a probabilistic assessment.

Large numbers of explanatory variables: a probabilistic assessment.
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DOI:
10.1098/rspa.2017.0631
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发表时间:
2018-07
期刊:
Proceedings. Mathematical, physical, and engineering sciences
影响因子:
--
通讯作者:
Cox DR
Cox DR
中科院分区:
其他
文献类型:
--
作者:
Battey HS;Cox DR

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最近,考克斯和巴蒂(2017 Proc. Natl Acad. Sci. USA 114,8592-8595(doi:10.1073/pnas.1703764114))概述了当存在少量的研究个体和大量的潜在解释变量,但相对较少的后者具有真实的效果时的回归分析程序。本文件报告更正式的统计性质。这些结果主要用于指导关键调优参数的选择。
Recently, Cox and Battey (2017 Proc. Natl Acad. Sci. USA 114, 8592–8595 (doi:10.1073/pnas.1703764114)) outlined a procedure for regression analysis when there are a small number of study individuals and a large number of potential explanatory variables, but relatively few of the latter have a real effect. The present paper reports more formal statistical properties. The results are intended primarily to guide the choice of key tuning parameters.
DOI: 10.1073/pnas.1703764114
发表时间: 2017-08-08
影响因子: 11.1
作者:
Cox, D. R.;Battey, H. S.
通讯作者: Battey, H. S.
DOI: 10.1017/s0021859600022760
发表时间: 1936-07-01
影响因子: 2
作者:
Yates, F
通讯作者: Yates, F
DOI: 10.1111/j.2517-6161.1996.tb02080.x
发表时间: 1996-01-01
影响因子: 5.8
作者:
Tibshirani, R
通讯作者: Tibshirani, R