Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Groves keynote speaker at MIDAS symposium, Nov 15-16: "Big Data: Advancing Science, Changing the World"

Shaefer says drop child tax credit in favor of universal, direct investment in American children

Buchmueller breaks down partisan views on Obamacare

More News


Gonzalez, Alter, and Dinov win NSF "Big Data Spokes" award for neuroscience network

Post-doc Melanie Wasserman wins dissertation award from Upjohn Institute

ISR kicks off DE&I initiative with lunchtime presentation: Oct 13, noon, 1430 ISR Thompson

U-M ranked #4 in USN&WR's top public universities

More Highlights

Next Brown Bag

Mon, Oct 24 at noon:
Academic innovation & the global public research university, James Hilton

A false-discovery-rate-based loss framework for selection of interactions

Publication Abstract

Chen, W., D. Ghosh, Trivellore Raghunathan, and D.J. Sargent. 2008. "A false-discovery-rate-based loss framework for selection of interactions." Statistics in Medicine, 27(11): 2004-2021.

Interaction effects have been consistently found important in explaining the variation in outcomes in many scientific research fields. Yet, in practice, variable selection including interactions is complicated due to the limited sample size, conflicting philosophies regarding model interpretability, and accompanying amplified multiple-testing problems. The lack of statistically sound algorithms for automatic variable selection with interactions has discouraged activities in exploring important interaction effects. In this article, we investigated issues of selecting interactions from three aspects: (1) What is the model space to be searched? (2) How is the hypothesis-testing performed? (3) How to address the multiple-testing issue? We propose loss functions and corresponding decision rules that control FDR in a Bayesian context. Properties of the decision rules are discussed and their performance in terms of power and FDR is compared through simulations. Methods are illustrated on data from a colorectal cancer study assessing the chemotherapy treatments and data from a diffuse large-B-cell lymphoma study assessing the prognostic effect of gene expressions. Copyright (c) 2007 John Wiley & Sons, Ltd.

DOI:10.1002/sim.3118 (Full Text)

Browse | Search : All Pubs | Next