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

PSC In The News

RSS Feed icon

Sastry's 10-year study of New Orleans Katrina evacuees shows demographic differences between returning and nonreturning

Stafford says less educated, smaller investors more likely to sell off stock and lock in losses during market downturn

Chen says job fit, job happiness can be achieved over time

Highlights

Deirdre Bloome wins ASA award for work on racial inequality and intergenerational transmission

Bob Willis awarded 2015 Jacob Mincer Award for Lifetime Contributions to the Field of Labor Economics

David Lam is new director of Institute for Social Research

Elizabeth Bruch wins Robert Merton Prize for paper in analytic sociology

Next Brown Bag

Monday, Oct 12
Joe Grengs, Policy & Planning for Social Equity in Transportation

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