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Author

Helena Mehler

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Preprint Sep 2026

FDR-Controlled Variable Selection for Generalized Linear Models and Cox Regression with Virtual Dummies

A memory-efficient selection procedure with FDR control for generalized linear models and Cox regression is proposed by extending the recently developed virtual dummy construction to score-based forward selection for Bernoulli, Poisson, multinomial and Cox responses.

Helena Mehler, Taulant Koka, Michael Muma · 0 citations

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