Hierarchical testing of variable importance
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Summary
This work proposes a hierarchical approach to high-dimensional regression that has power comparable to the Bonferroni--Holm procedure on the level of individual variables and dramatically larger power for coarser resolution levels.
- Type
- article
- Published
- 2008-06-01
- Cited by
- 178
- References
- 39
- OpenAlex
- https://openalex.org/W1974530346
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:16433432
Keywords
Variable (mathematics), Mathematics, Statistics, Library science, Computer science
References
- Some Comments on Cp
- THE CONTROL OF THE FALSE DISCOVERY RATE IN MULTIPLE TESTING UNDER DEPENDENCY
- Supervised harvesting of expression trees
- Asymptotics for lasso-type estimators
- Higher criticism for detecting sparse heterogeneous mixtures
- Addendum: Regularization and variable selection via the elastic net
- How Many Variables Should Be Entered in a Regression Equation
- High-dimensional graphs and variable selection with the Lasso
- Hierarchical Grouping to Optimize an Objective Function
- The Adaptive Lasso and Its Oracle Properties
- Modified Sequentially Rejective Multiple Test Procedures
- Testing against a high dimensional alternative
- False Discovery Control for Multiple Tests of Association Under General Dependence
- Better subset regression using the nonnegative garrote
- False Discovery Control for Random Fields
- More comments on C p
- A Statistical View of Some Chemometrics Regression Tools
- Gene Ontology: tool for the unification of biology
- The group lasso for logistic regression
- Controlling the false discovery rate: a practical and powerful approach to multiple testing
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- Computational ortholog prediction: evaluating use cases and improving high-throughput performance
- Integrated Testing Strategy (ITS) - Opportunities to better use existing data and guide future testing in toxicology.
- A tutorial on the inheritance procedure for multiple testing of tree-structured hypotheses
- Statistical Significance for Hierarchical Clustering
- A Picture is Worth a Thousand Tables
- A Hidden Markov Model Approach to Testing Multiple Hypotheses on a Gene Ontology Graph
- Exact Multivariate Tests - A New Effective Principle of Controlled Model Choice
- Locally epistatic genomic relationship matrices for genomic association, prediction and selection
- Global tests of association for multivariate ordinal data
- Scalar-Invariant Test for High-Dimensional Regression Coefficients
- A multiple testing method for hypotheses structured in a directed acyclic graph
- Hidden Markov models for simultaneous testing of multiple gene sets and adaptive and dynamic adaptive procedures for false discovery rate control and estimation
- Performance of a blockwise approach in variable selection using linkage disequilibrium information
- Discovering the false discovery rate
- Association Between a Prognostic Gene Signature and Functional Gene Sets
- A Cochran–Armitage‐type and a score‐free global test for multivariate ordinal data
- High-Dimensional Inference: Confidence Intervals, p-Values and R-Software hdi
- Strategien für die Expressionsanalyse in funktionellen Gengruppen
- Sensitivity Analysis for Multiple Comparisons in Matched Observational Studies Through Quadratically Constrained Linear Programming
- Genomic Prediction of Quantitative Traits using Sparse and Locally Epistatic Models
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