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A Bayesian Method For Finding Interactions In Genomic Studies, Wei Chen, Debashis Ghosh, Trivellore E. Raghuanthan, Sharon Kardia

The University of Michigan Department of Biostatistics Working Paper Series

An important step in building a multiple regression model is the selection of predictors. In genomic and epidemiologic studies, datasets with a small sample size and a large number of predictors are common. In such settings, most standard methods for identifying a good subset of predictors are unstable. Furthermore, there is an increasing emphasis towards identification of interactions, which has not been studied much in the statistical literature. We propose a method, called BSI (Bayesian Selection of Interactions), for selecting predictors in a regression setting when the number of predictors is considerably larger than the sample size with a focus …