Positive False Discovery Rate Estimate in Step-Wise Variable Selection

2007 ◽  
Vol 36 (6) ◽  
pp. 1217-1231 ◽  
Author(s):  
Lang Li ◽  
Siu Hui
Keyword(s):  
Variable Selection ◽  
False Discovery Rate ◽  
Rate Estimate ◽  
False Discovery ◽  
Positive False Discovery Rate ◽  
False Discovery Rate Estimate

Estimating a Positive False Discovery Rate for Variable Selection in Pharmacogenetic Studies

2007 ◽  
Vol 17 (5) ◽  
pp. 883-902 ◽  
Author(s):  
Lang Li ◽  
Siu Hui ◽  
Gene Pennello ◽  
Zeruesenay Desta ◽  
Skaar Todd ◽  
...  
Keyword(s):  
Variable Selection ◽  
False Discovery Rate ◽  
False Discovery ◽  
Positive False Discovery Rate

scholarly journals A pseudo knockoff filter for correlated features

2018 ◽  
Vol 8 (2) ◽  
pp. 313-341
Author(s):  
Jiajie Chen ◽  
Anthony Hou ◽  
Thomas Y Hou
Keyword(s):  
Variable Selection ◽  
False Discovery Rate ◽  
Numerical Experiments ◽  
Selection Procedure ◽  
Numerical Examples ◽  
False Discovery ◽  
Variable Selection Procedure ◽  
Partial Analysis ◽  
False Discovery Proportion

Abstract In Barber & Candès (2015, Ann. Statist., 43, 2055–2085), the authors introduced a new variable selection procedure called the knockoff filter to control the false discovery rate (FDR) and proved that this method achieves exact FDR control. Inspired by the work by Barber & Candès (2015, Ann. Statist., 43, 2055–2085), we propose a pseudo knockoff filter that inherits some advantages of the original knockoff filter and has more flexibility in constructing its knockoff matrix. Moreover, we perform a number of numerical experiments that seem to suggest that the pseudo knockoff filter with the half Lasso statistic has FDR control and offers more power than the original knockoff filter with the Lasso Path or the half Lasso statistic for the numerical examples that we consider in this paper. Although we cannot establish rigourous FDR control for the pseudo knockoff filter, we provide some partial analysis of the pseudo knockoff filter with the half Lasso statistic and establish a uniform false discovery proportion bound and an expectation inequality.

scholarly journals The false discovery rate: a variable selection perspective

2006 ◽  
Vol 136 (8) ◽  
pp. 2668-2684 ◽  
Author(s):  
Debashis Ghosh ◽  
Wei Chen ◽  
Trivellore Raghunathan
Keyword(s):  
Variable Selection ◽  
False Discovery Rate ◽  
False Discovery
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