Global testing of association and/or predictability in regression problems with p>>n predictors
Seminar Room 1, Newton Institute
Global testing is an accepted strategy for 'screening' regression problems and controlling the family-wise error rate. For p>n a global test was introduced by Jelle Goeman based on a random effect imbedding of the regression problem. This talk will first review this global test and discuss its link with goodness of fit tests. Secondly, its use as a screening instrument will be discussed along with its link with crossvalidation error. Finally, an adaptation will be presented that is better suited for screening on predictability.
Goeman et al. (2006) JRSSB, 68, 477-493. Goeman et al. (2005) Bioinformatics 21, 1950-1957. Goeman et al. (2004) Bioinformatics 20, 93-99. LeCessie and van Houwelingen (1995) Biometrics 51, 600-614.
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