We develop a new estimation and valid inference method for low-dimensional regression coefficients in high-dimensional generalized linear models. The proposed estimator is computed by solving a score function. We recursively conduct model selection to reduce the dimensionality from high to a moderate scale and construct the score equation based ...
Creator:
Li, Runze (The Pennsylvania State University)
Created:
2019-09-16
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.