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Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design

Confidence sets are of key importance in high-dimensional statistical inference. Under case–control study, a popular response-selective sampling design in medical study or econometrics, we consider the confidence intervals and statistical tests for single or low-dimensional parameters in high-dimensional logistic regression model. The asymptotic properties of the resulting estimators are established under mild conditions. We also study statistical tests for testing more general and complex hypotheses of the high-dimensional parameters. The general testing procedures are proved to be asymptotically exact and have satisfactory power. Numerical studies including extensive simulations and a real data example confirm that the proposed method performs well in practical settings.

Ketersediaan

Informasi Detail

Judul Seri

JOURNAL OF BUSINESS & ECONOMIC STATISTICS; Vol. 41, No. 2, April 2023

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 624-635

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

HYPOTHESIS TESTING
LOGISTIC REGRESSION
CONFIDENCE INTERVAL
CASE-CONTROL STUDY

Info Detail Spesifik

https://doi.org/10.1080/07350015.2022.2050245

Pernyataan Tanggungjawab

Yuanyuan Lin, Jinhan Xie, Ruijian Han, Niansheng Tang

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