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Statistical Applications in Genetics and Molecular Biology

Editor-in-Chief: Sanguinetti, Guido

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Volume 17, Issue 6


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False discovery control for penalized variable selections with high-dimensional covariates

Kevin He / Xiang Zhou / Hui Jiang
  • Department of Biostatistics, University of Michigan, Ann Arbor, MI 48109, USA
  • University of Michigan, Center for Computational Medicine and Bioinformatics, Ann Arbor, MI, USA
  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
/ Xiaoquan Wen
  • Department of Biostatistics, University of Michigan, Ann Arbor, MI 48109, USA
  • University of Michigan, Center for Computational Medicine and Bioinformatics, Ann Arbor, MI, USA
  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
/ Yi Li
  • Department of Biostatistics, University of Michigan, Ann Arbor, MI 48109, USA
  • University of Michigan, Center for Computational Medicine and Bioinformatics, Ann Arbor, MI, USA
  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
Published Online: 2018-12-15 | DOI: https://doi.org/10.1515/sagmb-2018-0038


Modern bio-technologies have produced a vast amount of high-throughput data with the number of predictors much exceeding the sample size. Penalized variable selection has emerged as a powerful and efficient dimension reduction tool. However, control of false discoveries (i.e. inclusion of irrelevant variables) for penalized high-dimensional variable selection presents serious challenges. To effectively control the fraction of false discoveries for penalized variable selections, we propose a false discovery controlling procedure. The proposed method is general and flexible, and can work with a broad class of variable selection algorithms, not only for linear regressions, but also for generalized linear models and survival analysis.

This article offers supplementary material which is provided at the end of the article.

Keywords: dimension reduction; false discovery; penalized regression; variable selection


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About the article

Published Online: 2018-12-15

Funding Source: Chinese Natural Science Foundation

Award identifier / Grant number: 11528102

The authors thank Dr. Kirsten Herold at the UM-SPH Writing lab for her helpful suggestions. Chinese Natural Science Foundation, Grant Number: 11528102.

Citation Information: Statistical Applications in Genetics and Molecular Biology, Volume 17, Issue 6, 20180038, ISSN (Online) 1544-6115, DOI: https://doi.org/10.1515/sagmb-2018-0038.

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