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 Resjournal_title
Statistical methods in medical researchauthors
Bühlmann P,Rütimann P,Kalisch Mdoi
10.1177/0962280211428371subject
Has Abstractpub_date
2013-10-01 00:00:00pages
466-92issue
5eissn
0962-2802issn
1477-0334pii
0962280211428371journal_volume
22pub_type
杂志文章abstract::The classical and most commonly used approach to building prediction intervals is the parametric approach. However, its main drawback is that its validity and performance highly depend on the assumed functional link between the covariates and the response. This research investigates new methods that improve the perfor...
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