Vol 45 No 1 (2011) Archives - Page 8 of 8

There are discussions about variable selection when sample size $n \rightarrow 1$ and dimension $p$
fixed, but few dealing with n fixed and $p \rightarrow 1$ . Recently, high dimensional data, such as
Microarray, exhibits very high dimension $p$ and much smaller sample size $n$ . In the present
paper, we consider data set with fixed sample size n and growing dimension $p \rightarrow 1$ . We
also conduct a hypothesis testing for variable selection in ridge regression. We also prove
the consistency of the variable selection method for data with fixed sample size and infinite
number of variables.

45n1_1

Issue: Vol 45 No 1 (2011)

Hypothesis testing and variable selection in Ridge regression