American Statistical Association
New York City
Metropolitan Area Chapter

Mailman School of Public Health
Columbia University
Department of Biostatistics Colloquium



STATISTICAL INFERENCE IN REGULARIZED REGRESSION
FOR VARIABLE SELECTION

by

Xihong Lin, Ph.D.
Department of Biostatistics
Harvard University


Abstract

High-dimensional data have recently arisen in several scientific areas, such as genomic and proteomic studies. Variable selection in such high-dimensional data problems has increasingly become an important problem. Several regularized regression methods have been proposed to allow for jointly selecting variables and estimating regression coefficients. However, inference procedures in such regularized regression methods have not been well developed. We propose several inference procedures for variable selection methods. The proposed methods are evaluated using simulation studies and illustrated using a HIV data set.


Date: Thursday, September 20, 2007
Time: 4:00 - 5:00 P.M.
Location: Columbia Presbyterian Medical Center
Vanderbilt Clinic
Humphreys Auditorium - 14th Floor, Room 240
622 West 168th Street
(between Broadway and Fort Washington Avenue)
New York, New York

RESERVATIONS ARE NOT REQUIRED

Refreshments will be served at 3:15 P.M. in the
Biostatistics Conference Room (Room 627).


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