New version of the MDR method for stratified samples

  • Alexander Bulinski Lomonosov Moscow State University, Russia
  • Alexey Kozhevin Lomonosov Moscow State University, Russia
Keywords: Feature selection, MDR method, Error function estimation, Cross-validation, Stratified sample, Cost approach


The new version of the MDR method of performing identication of relevant factors within a given collection X_1,..., X_n is introduced for stratified samples in the case of binary response variable Y. We establish a criterion of strong consistency of estimates (involving K-cross-validation procedure and penalty) for a specified prediction error function. The cost approach is proposed to compare experiments with random and nonrandom number of observations. Analytic results are accompanied by simulations.

Author Biographies

Alexander Bulinski, Lomonosov Moscow State University, Russia
Faculty of Mathematics and Mechanics, Professor
Alexey Kozhevin, Lomonosov Moscow State University, Russia
Faculty of Mathematics and Mechanics, PhD student


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How to Cite
Bulinski, A., & Kozhevin, A. (2017). New version of the MDR method for stratified samples. Statistics, Optimization & Information Computing, 5(1), 1-18.
Research Articles