作者：Rosenbaum, Paul R.
作者单位：University of Pennsylvania
摘要：An observational study or nonrandomized experiment has exact evidence factors if it permits several statistically independent tests of the same null hypothesis Ho of no treatment effect, where these several tests depend upon different assumptions about bias from nonrandom treatment assignment. In an observational study, we are typically uncertain about what assumptions truly describe treatment assignment. If independent tests each reject Ho, and if each of these tests is valid under assumption...
作者：Lin, Dongyu; Foster, Dean P.; Ungar, Lyle H.
作者单位：University of Pennsylvania; University of Pennsylvania; University of Pennsylvania
摘要：We propose a fast and accurate algorithm. VIF regression, for doing feature selection in large regression problems. VIP regression is extremely fast: it uses a one-pass search over the predictors and a computationally efficient method of testing each potential predictor for addition to the model. VIE regression provably avoids model overfitting, controlling the marginal false discovery rate. Numerical results show that it is much faster than any other published algorithm for regression with fe...
