Post selection discussion of high dimensional logistic regression under case control design

Title: Post selection discussion of high dimensional logistic regression under case control design

Speaker: Professor Tang Niansheng (Yunnan University)

Time: Starting at 2:00 pm on Thursday, April 27, 2023

Location: Tencent Meeting Room 359-234-647

Summary: Confidence sets are of key importance in high dimensional statistical conference Under case-control study, a popular response-selective sampling design in medical study or econometrics, we consider the confidence intervals and statistical tests for single or low-dimensional parameters in high-dimensional logistic regression model.  The asymptotic properties of the resulting estimators are established under mild regularity conditions.  Furthermore, statistical tests for testing more general and complex hypotheses of the high-dimensional parameters are studied.  The general testing procedures are proved to be asymptotically exact and has satisfactory power.  Numerical studies including extensive simulations and a real data example confirm that the proposed method performs well in practical settings.

Contact person: Zhang Rongmao(rmzhang@zju.edu.cn)