Estimation and Inference for High Dimensional Generalized Linear Models: A Splitting and Smoothing Approach.

ABSTRACT: The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into prevention strategies or treatment decisions for both patients and physicians. High dimensional inference, including confidence intervals and hypothesis testing, has sparked much interest. While much work has been done in the linear regression setting, there is lack of literature on inference for high dimensional generalized linear models. We propose a novel and computationally feasible method, which accommodates a variety of outcome types, including normal, binomial, and Poisson data. We use a "splitting and smoothing" approach, which splits samples into two

SUBMITTER: Fei Z 

PROVIDER: S-EPMC8442657 | biostudies-literature | 2021

REPOSITORIES: biostudies-literature