Tests for High-Dimensional Regression Coefficients With Factorial Designs
Tests for High-Dimensional Regression Coefficients With Factorial Designs
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DOI:
10.1198/jasa.2011.tm10284
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发表时间:
2011-03-01
影响因子:
3.7
通讯作者:
Chen, Song Xi
中科院分区:
文献类型:
--
作者:
Zhong, Ping-Shou;Chen, Song Xi
We propose simultaneous tests for coefficients in high-dimensional linear regression models with factorial designs. The proposed tests are designed for the "large p, small n" situations where the conventional F-test is no longer applicable. We derive the asymptotic distribution of the proposed test statistic under the high-dimensional null hypothesis and various scenarios of the alternatives, which allow power evaluations. We also evaluate the power of the F-test for models of moderate dimension. The proposed tests are employed to analyze a microarray data on Yorkshire Gilts to find significant gene ontology terms which are significantly associated with the thyroid hormone after accounting for the designs of the experiment.