Table 7 Type I error for testing \(H_0:\beta ^{(1)}_{j}=\cdots =\beta ^{(G)}_{j}\) vs \(H_1:\) not \(H_0\) at \(\alpha =0.05\).
From: Debiased inference for heterogeneous subpopulations in a high-dimensional logistic regression model
j | \(\min _{g}\beta ^{(g)}_j\) | \(\max _{g}\beta ^{(g)}_j\) | Methods | ||||
|---|---|---|---|---|---|---|---|
DFGL | DL | DPL | DR-B | DL-B | |||
1 | 0.0 | 0.0 | 0.04 | 0.04 | 0.03 | 0.00 | 0.02 |
2 | 0.0 | 0.0 | 0.02 | 0.01 | 0.00 | 0.00 | 0.00 |
3 | 0.0 | 0.0 | 0.01 | 0.02 | 0.01 | 0.00 | 0.03 |
