Post-selection Inference in Regression Models for Group Testing Data
Biometrics. 2024 Jul 1;80(3):ujae101 We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the responses. Aiming at selecting...
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Main Authors | , , |
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Format | Journal Article |
Language | English |
Published |
16.04.2025
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Subjects | |
Online Access | Get full text |
DOI | 10.48550/arxiv.2504.11767 |
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Summary: | Biometrics. 2024 Jul 1;80(3):ujae101 We develop methodology for valid inference after variable selection in
logistic regression when the responses are partially observed, that is, when
one observes a set of error-prone testing outcomes instead of the true values
of the responses. Aiming at selecting important covariates while accounting for
missing information in the response data, we apply the expectation-maximization
algorithm to compute maximum likelihood estimators subject to LASSO
penalization. Subsequent to variable selection, we make inferences on the
selected covariate effects by extending post-selection inference methodology
based on the polyhedral lemma. Empirical evidence from our extensive simulation
study suggests that our post-selection inference results are more reliable than
those from naive inference methods that use the same data to perform variable
selection and inference without adjusting for variable selection. |
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DOI: | 10.48550/arxiv.2504.11767 |