Large numbers of explanatory variables: a probabilistic assessment

H S Battey
H S Battey

Proceedings. Mathematical, physical, and engineering sciences, Volume 474, Issue 2215, 2018, Pages 20170631

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Keywords:
genomicsregression analysissparsity

Abstract:

Recently, Cox and Battey (2017 , 8592-8595 (doi:10.1073/pnas.1703764114)) outlined a procedure for regression analysis when there are a small number of study individuals and a large number of potential explanatory variables, but relatively few of the latter have a real effect. The present paper reports more formal statistical properties. ...More

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