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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...

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書誌詳細
主要な著者: Martinez, Josue G., Carroll, Raymond J, Muller, Samuel, Sampson, Joshua N., Chatterjee, Nilanjan
フォーマット: Artigo
言語:Inglês
出版事項: Berkeley Electronic Press 2010
主題:
オンライン・アクセス: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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