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A Note on the Effect on Power of Score Tests via Dimension Reduction by Penalized Regression under the Null
We consider the problem of score testing for certain low dimensional parameters of interest in a model that could include finite but high dimensional secondary covariates and associated nuisance parameters. We investigate the possibility of the potential gain in power by reducing the dimensionality...
Gorde:
| Egile Nagusiak: | , , , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Berkeley Electronic Press
2010
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| Gaiak: | |
| Sarrera elektronikoa: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2854087/ https://ncbi.nlm.nih.gov/pubmed/20405045 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.2202/1557-4679.1231 |
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