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
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