Journal•ISSN: 0035-9246

# Journal of the royal statistical society series b-methodological

Wiley

About: Journal of the royal statistical society series b-methodological is an academic journal. The journal publishes majorly in the area(s): Estimator & Regression analysis. It has an ISSN identifier of 0035-9246. Over the lifetime, 1837 publications have been published receiving 414383 citations.

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TL;DR: In this paper, a different approach to problems of multiple significance testing is presented, which calls for controlling the expected proportion of falsely rejected hypotheses -the false discovery rate, which is equivalent to the FWER when all hypotheses are true but is smaller otherwise.

Abstract: SUMMARY The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses -the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the false discovery rate rather than that of the FWER is desired, there is potential for a gain in power. A simple sequential Bonferronitype procedure is proved to control the false discovery rate for independent test statistics, and a simulation study shows that the gain in power is substantial. The use of the new procedure and the appropriateness of the criterion are illustrated with examples.

83,420 citations

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49,597 citations

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TL;DR: A new method for estimation in linear models called the lasso, which minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant, is proposed.

Abstract: SUMMARY We propose a new method for estimation in linear models. The 'lasso' minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly 0 and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and tree-based models are briefly described.

40,785 citations

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TL;DR: The analysis of censored failure times is considered in this paper, where the hazard function is taken to be a function of the explanatory variables and unknown regression coefficients multiplied by an arbitrary and unknown function of time.

Abstract: The analysis of censored failure times is considered. It is assumed that on each individual arc available values of one or more explanatory variables. The hazard function (age-specific failure rate) is taken to be a function of the explanatory variables and unknown regression coefficients multiplied by an arbitrary and unknown function of time. A conditional likelihood is obtained, leading to inferences about the unknown regression coefficients. Some generalizations are outlined.

28,264 citations

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TL;DR: In this article, Lindley et al. make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's.

Abstract: [Read at a RESEARCH METHODS MEETING of the SOCIETY, April 8th, 1964, Professor D. V. LINDLEY in the Chair] SUMMARY In the analysis of data it is often assumed that observations Yl, Y2, *-, Yn are independently normally distributed with constant variance and with expectations specified by a model linear in a set of parameters 0. In this paper we make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's. Inferences about the transformation and about the parameters of the linear model are made by computing the likelihood function and the relevant posterior distribution. The contributions of normality, homoscedasticity and additivity to the transformation are separated. The relation of the present methods to earlier procedures for finding transformations is discussed. The methods are illustrated with examples.

12,158 citations