Large numbers of explanatory variables: a probabilistic assessment

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 e...

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Detalles Bibliográficos
Autores principales: Battey, H. S., Cox, D. R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society Publishing 2018
Materias:
Research Articles
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6083238/
https://www.ncbi.nlm.nih.gov/pubmed/30108456
http://dx.doi.org/10.1098/rspa.2017.0631
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author Battey, H. S.
Cox, D. R.
author_facet Battey, H. S.
Cox, D. R.
author_sort Battey, H. S.
collection PubMed
description 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.
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spelling pubmed-60832382018-08-14 Large numbers of explanatory variables: a probabilistic assessment Battey, H. S. Cox, D. R. Proc Math Phys Eng Sci Research Articles 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. The Royal Society Publishing 2018-07 2018-07-04 /pmc/articles/PMC6083238/ /pubmed/30108456 http://dx.doi.org/10.1098/rspa.2017.0631 Text en © 2018 The Authors. http://creativecommons.org/licenses/by/4.0/ Published by the Royal Society under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, provided the original author and source are credited.
spellingShingle Research Articles
Battey, H. S.
Cox, D. R.
Large numbers of explanatory variables: a probabilistic assessment
title Large numbers of explanatory variables: a probabilistic assessment
title_full Large numbers of explanatory variables: a probabilistic assessment
title_fullStr Large numbers of explanatory variables: a probabilistic assessment
title_full_unstemmed Large numbers of explanatory variables: a probabilistic assessment
title_short Large numbers of explanatory variables: a probabilistic assessment
title_sort large numbers of explanatory variables: a probabilistic assessment
topic Research Articles
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6083238/
https://www.ncbi.nlm.nih.gov/pubmed/30108456
http://dx.doi.org/10.1098/rspa.2017.0631
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