The lunch at UiO starts at 12:00, while the talk starts at 12:15.

Speaker: Magne Thoresen

Location: 8th floor, Niels Henrik Abels hus at UiO and Zoom (link below)

Title:  Permutation testing in high-dimensional linear models

Abstract: Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates. Permutation-based tests are valuable in particular because they can be highly robust to violations of the assumptions of the standard linear model, such as non-normality and heteroscedasticity. Here, we propose permutation tests for models where the number of nuisance coefficients exceeds the sample size. The performance of the novel tests is investigated with simulations. In a wide range of simulation scenarios, our proposed permutation methods provide appropriate type I error rate control, unlike some competing tests, while having good power.

Join Zoom Meeting:
https://uio.zoom.us/j/63199595088?pwd=Y05GYkJwR1dCUHFhUnlGMFpsdGc3UT09

Meeting ID: 631 9959 5088
Passcode: 302551

Welcome!
Best regards,
Thea Roksvåg and Lars Henry Berge Olsen.