Fast Bayesian variable screenings for binary response regressions with small sample size

S. M. Chang, J. Y. Tzeng, R. B. Chen

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


Screening procedures play an important role in data analysis, especially in high-throughput biological studies where the datasets consist of more covariates than independent subjects. In this article, a Bayesian screening procedure is introduced for the binary response models with logit and probit links. In contrast to many screening rules based on marginal information involving one or a few covariates, the proposed Bayesian procedure simultaneously models all covariates and uses closed-form screening statistics. Specifically, we use the posterior means of the regression coefficients as screening statistics; by imposing a generalized g-prior on the regression coefficients, we derive the analytical form of their posterior means and compute the screening statistics without Markov chain Monte Carlo implementation. We evaluate the utility of the proposed Bayesian screening method using simulations and real data analysis. When the sample size is small, the simulation results suggest improved performance with comparable computational cost.

Original languageEnglish
Pages (from-to)2708-2723
Number of pages16
JournalJournal of Statistical Computation and Simulation
Issue number14
Publication statusPublished - 2017 Sept 22

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


Dive into the research topics of 'Fast Bayesian variable screenings for binary response regressions with small sample size'. Together they form a unique fingerprint.

Cite this