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Abstract:
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Screening procedures play an important role in data analysis, especially in high-throughput biological studies where the datasets consist of more covariates than independent subjects. In this article, a Bayesian screening procedure is introduced for the binary response models with logit and probit links. In contrast to many screening rules based on marginal information involving one or a few covariates, the proposed Bayesian procedure simultaneously models all covariates and uses closed-form screening statistics. Specifically, we use the posterior means of the regression coefficients as screening statistics; by imposing a generalized g-prior on the regression coefficients, we derive the analytical form of their posterior means and compute the screening statistics without Markov chain Monte Carlo implantation. We evaluate the utility of the proposed Bayesian screening method using simulation and real data analysis. The results suggest improved performance over marginal screening methods with comparable computational cost.
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