Estimating a positive false discovery rate for variable selection in pharmacogenetic studies.

Abstract excerpt

Selecting predictors to optimize the outcome prediction is an important statistical method. However, it usually ignores the false positives in the selected predictors. In this paper, we develop a positive false discovery rate (pFDR) estimate for a conventional step-wise forward variable selection procedure. We propose two views of a variable selection process, an overall and an individual test. An interesting...

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