The projected covariance measure for assumption-lean variable significance testing

Testing the significance of a variable or group of variables X for predicting a response Y, given additional covariates Z, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test whether the regression coefficient for X is nonzero. However, when t...

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Bibliographische Detailangaben

Veröffentlicht in:	The Annals of statistics 2024-12, Vol.52 (6), p.2851
Hauptverfasser:	Lundborg, Anton Rask, Kim, Ilmun, Shah, Rajen D., Samworth, Richard J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis of covariance Covariance Estimating techniques Machine learning Mathematical models Regression analysis Regression coefficients Regression models Robust control Statistical tests
Online-Zugang:	Volltext
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