New version of the MDR method for stratified samples
Abstract
The new version of the MDR method of performing identication of relevant factors within a given collection X_1,..., X_n is introduced for stratified samples in the case of binary response variable Y. We establish a criterion of strong consistency of estimates (involving K-cross-validation procedure and penalty) for a specified prediction error function. The cost approach is proposed to compare experiments with random and nonrandom number of observations. Analytic results are accompanied by simulations.References
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