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Abstract Details
Activity Number:
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407
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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Abstract - #305101 |
Title:
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An Adaptive Resampling Test for Detecting the Presence of Significant Predictors
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Author(s):
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Ian Wray McKeague and Min Qian*+
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Companies:
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Columbia University and Columbia University
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Address:
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, New York, NY, , USA
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Keywords:
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Bootstrap ;
Family-wise error rate ;
Marginal regression ;
Screening covariates
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Abstract:
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This paper constructs a screening procedure based on marginal regression to detect the presence of a significant predictor. Standard inferential methods are known to fail in this setting due to the nonregular limiting behavior of the estimated regression coefficient of the selected predictor; in particular, the limiting distribution is discontinuous at zero as a function of the regression coefficient of the predictor maximally correlated with the outcome. To circumvent this nonregularity, we propose a bootstrap procedure based a local model in order to better reflect small-sample behavior at a root-n scale in the neighborhood of zero. The proposed test is adaptive in the sense that it employs thresholding to distinguish situations in which a centered percentile bootstrap applies, and otherwise adapts to the local asymptotic behavior of the test statistic in a way that depends continuously on the local parameter. The performance of the approach is evaluated using a simulation study, and applied to an example involving gene expression data.
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Authors who are presenting talks have a * after their name.
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