Locating multiple interacting quantitative trait loci using robust model selection
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Raymond J. Carroll, 1980. "Robust Methods for Factorial Experiments with Outliers," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 246-251, November.
- Machado, José A.F., 1993. "Robust Model Selection and M-Estimation," Econometric Theory, Cambridge University Press, vol. 9(3), pages 478-493, June.
- Ronchetti, Elvezio, 1985. "Robust model selection in regression," Statistics & Probability Letters, Elsevier, vol. 3(1), pages 21-23, February.
- Sunduz Keles & Mark van der Laan & Chris Vulpe, 2004. "Regulatory Motif Finding by Logic Regression," U.C. Berkeley Division of Biostatistics Working Paper Series 1145, Berkeley Electronic Press.
- David Siegmund, 2004. "Model selection in irregular problems: Applications to mapping quantitative trait loci," Biometrika, Biometrika Trust, vol. 91(4), pages 785-800, December.
- Karl W. Broman & Terence P. Speed, 2002. "A model selection approach for the identification of quantitative trait loci in experimental crosses," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 641-656, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Frommlet Florian & Ljubic Ivana & Arnardóttir Helga Björk & Bogdan Malgorzata, 2012. "QTL Mapping Using a Memetic Algorithm with Modifications of BIC as Fitness Function," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(4), pages 1-26, May.
- Frommlet, Florian & Ruhaltinger, Felix & Twaróg, Piotr & Bogdan, Małgorzata, 2012. "Modified versions of Bayesian Information Criterion for genome-wide association studies," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1038-1051.
- Zak-Szatkowska, Malgorzata & Bogdan, Malgorzata, 2011. "Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2908-2924, November.
- Erhardt Vinzenz & Bogdan Malgorzata & Czado Claudia, 2010. "Locating Multiple Interacting Quantitative Trait Loci with the Zero-Inflated Generalized Poisson Regression," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 9(1), pages 1-27, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Elbakry, Ashraf E. & Nwachukwu, Jacinta C. & Abdou, Hussein A. & Elshandidy, Tamer, 2017. "Comparative evidence on the value relevance of IFRS-based accounting information in Germany and the UK," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 28(C), pages 10-30.
- Giessing, Alexander & He, Xuming, 2019. "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, vol. 213(1), pages 235-260.
- Yawei He & Zehua Chen, 2016. "The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 155-180, February.
- Chun Wang, 2021. "Using Penalized EM Algorithm to Infer Learning Trajectories in Latent Transition CDM," Psychometrika, Springer;The Psychometric Society, vol. 86(1), pages 167-189, March.
- Wang, Tao & Zhu, Lixing, 2011. "Consistent tuning parameter selection in high dimensional sparse linear regression," Journal of Multivariate Analysis, Elsevier, vol. 102(7), pages 1141-1151, August.
- Shan Luo & Jinfeng Xu & Zehua Chen, 2015. "Extended Bayesian information criterion in the Cox model with a high-dimensional feature space," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 287-311, April.
- Sharmishtha Mitra & Amit Mitra, 2014. "M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(4), pages 853-878, April.
- Frommlet, Florian & Ruhaltinger, Felix & Twaróg, Piotr & Bogdan, Małgorzata, 2012. "Modified versions of Bayesian Information Criterion for genome-wide association studies," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1038-1051.
- Zak-Szatkowska, Malgorzata & Bogdan, Malgorzata, 2011. "Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2908-2924, November.
- La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide, 2015. "Robust heart rate variability analysis by generalized entropy minimization," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 137-151.
- Tuglus Catherine & van der Laan Mark J., 2011. "Repeated Measures Semiparametric Regression Using Targeted Maximum Likelihood Methodology with Application to Transcription Factor Activity Discovery," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-31, January.
- repec:wyi:journl:002126 is not listed on IDEAS
- Adu, Kofi Osei, 2019. "National health insurance scheme renewal in Ghana: Does waiting time at health insurance registration office matter?," MPRA Paper 91961, University Library of Munich, Germany.
- Frommlet Florian & Ljubic Ivana & Arnardóttir Helga Björk & Bogdan Malgorzata, 2012. "QTL Mapping Using a Memetic Algorithm with Modifications of BIC as Fitness Function," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(4), pages 1-26, May.
- Zehua Chen & Jianbin Liu, 2009. "Mixture Generalized Linear Models for Multiple Interval Mapping of Quantitative Trait Loci in Experimental Crosses," Biometrics, The International Biometric Society, vol. 65(2), pages 470-477, June.
- Galvao Jr., Antonio F., 2009. "Unit root quantile autoregression testing using covariates," Journal of Econometrics, Elsevier, vol. 152(2), pages 165-178, October.
- Cai, Zongwu & Xu, Xiaoping, 2009.
"Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 371-383.
- Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
- Xiaoping Xu & Zongwu Cai, 2013. "Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Rockey, James & Temple, Jonathan, 2016.
"Growth econometrics for agnostics and true believers,"
European Economic Review, Elsevier, vol. 81(C), pages 86-102.
- James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
- Temple, Jonathan & Rockey, James, 2015. "Growth Econometrics for Agnostics and True Believers," CEPR Discussion Papers 10590, C.E.P.R. Discussion Papers.
- Menjoge, Rajiv S. & Welsch, Roy E., 2010. "A diagnostic method for simultaneous feature selection and outlier identification in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3181-3193, December.
- Gilmour, A.R., 2007. "Mixed model regression mapping for QTL detection in experimental crosses," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3749-3764, May.
- Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014.
"Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression,"
World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199,
World Scientific Publishing Co. Pte. Ltd..
- Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6423-6434. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.