Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
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Abstract (arXiv)
High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression settings. A test statistic for testing the global null hypothesis is constructed using a generalized low-dimensional projection for bias correction and its asymptotic null distribution is derived. A lower bound for the global testing is established, which shows that the proposed test is asymptotically minimax optimal over some sparsity range. For testing the individual coefficients simultaneously, multiple testing procedures are proposed and shown to control the false discovery rate (FDR) and falsely discovered variables (FDV) asymptotically. Simulation studies are carried out to examine the numerical performance of the proposed tests and their superiority over existing methods. The testing procedures are also illustrated by analyzing a data set of a metabolomics study that investigates the association between fecal metabolites and pediatric Crohn's disease and the effects of treatment on such associations.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). First posted on arXiv 17 May 2018.
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Citing papers per year: 2021: 3; 2022: 2; 2023: 2; 2024: 2; 2025: 1.
10 papers.
- 2022Adaptive novelty detection with false discovery rate guaranteecited by 14
- 2021Surrogate Assisted Semi-supervised Inference for High Dimensional Risk Predictioncited by 6
- 2022Near-optimal multiple testing in Bayesian linear models with finite-sample FDR controlcited by 3
- 2021Directional FDR Control for Sub-Gaussian Sparse GLMscited by 2
- 2025Membership Inference Attacks with False Discovery Rate Controlcited by 2
- 2023Distributed Semi-Supervised Sparse Statistical Inferencecited by 1
- 2024Adaptive debiased SGD in high-dimensional GLMs with streaming datacited by 1
- 2021Statistical Inference for High-Dimensional Linear Regression with Blockwise Missing Datacited by 0
- 2023Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Modelscited by 0
- 2024Inference with non-differentiable surrogate loss in a general high-dimensional classification frameworkcited by 0
- 2025Membership Inference Attacks with False Discovery Rate Control9 Aug 2025
- 2024Adaptive debiased SGD in high-dimensional GLMs with streaming data28 May 2024
- 2024Inference with non-differentiable surrogate loss in a general high-dimensional classification framework20 May 2024
- 2023Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models14 Jul 2023
- 2023Distributed Semi-Supervised Sparse Statistical Inference17 Jun 2023
- 2022Near-optimal multiple testing in Bayesian linear models with finite-sample FDR control4 Nov 2022
- 2022Adaptive novelty detection with false discovery rate guarantee13 Aug 2022
- 2021Statistical Inference for High-Dimensional Linear Regression with Blockwise Missing Data7 Jun 2021
- 2021Surrogate Assisted Semi-supervised Inference for High Dimensional Risk Prediction4 May 2021
- 2021Directional FDR Control for Sub-Gaussian Sparse GLMs2 May 2021