Controlling false positive selections in high-dimensional regression and causal inference.

Abstract:

:Guarding against false positive selections is important in many applications. We discuss methods based on subsampling and sample splitting for controlling the expected number of false positives and assigning p-values. They are generic and especially useful for high-dimensional settings. We review encouraging results for regression, and we discuss new adaptations and remaining challenges for selecting relevant variables, based on observational data, having a causal or interventional effect on a response of interest.

journal_name

Stat Methods Med Res

authors

Bühlmann P,Rütimann P,Kalisch M

doi

10.1177/0962280211428371

subject

Has Abstract

pub_date

2013-10-01 00:00:00

pages

466-92

issue

5

eissn

0962-2802

issn

1477-0334

pii

0962280211428371

journal_volume

22

pub_type

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