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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Online Access: | https://arxiv.org/abs/2508.07498 |
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| _version_ | 1866916893760159744 |
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| author | Huey, Nathan |
| author_facet | Huey, Nathan |
| contents | In this paper, we consider statistical inference with generalized linear models in high dimensions under a longitudinal clustered data framework. Specifically, we propose a de-sparsified version of an initial Dantzig-type regularized estimator in regression settings and provide theoretical justification for both linear and generalized linear models. We present extensive numerical simulations demonstrating the effectiveness of our method for continuous and binary data. For continuous outcomes under linear models, we show that our estimator asymptotically attains an appropriate efficiency bound when the correlation structure is correctly specified. We conclude with an application of our method to a well-established genetics dataset, with bacterial riboflavin production as the outcome of interest. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_07498 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | High-dimensional Longitudinal Inference via a De-sparsified Dantzig-Selector Huey, Nathan Methodology Statistics Theory In this paper, we consider statistical inference with generalized linear models in high dimensions under a longitudinal clustered data framework. Specifically, we propose a de-sparsified version of an initial Dantzig-type regularized estimator in regression settings and provide theoretical justification for both linear and generalized linear models. We present extensive numerical simulations demonstrating the effectiveness of our method for continuous and binary data. For continuous outcomes under linear models, we show that our estimator asymptotically attains an appropriate efficiency bound when the correlation structure is correctly specified. We conclude with an application of our method to a well-established genetics dataset, with bacterial riboflavin production as the outcome of interest. |
| title | High-dimensional Longitudinal Inference via a De-sparsified Dantzig-Selector |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2508.07498 |