Student or educator? Sign up with your school email and get 6 months of Pro free.
Cited by 366

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

Forward Regression for Ultra-High Dimensional Variable Screening

Open access
Wang, Hansheng·2009·Journal of the American Statistical Association

Abstract

Motivated by the seminal theory of Sure Independence Screening (Fan and Lv 2008, SIS), we investigate here another popular and classical variable screening method, namely, forward regression (FR). Our theoretical analysis reveals that FR can identify all relevant predictors consistently, even if the predictor dimension is substantially larger than the sample size. In particular, if the dimension of the true model is finite, FR can discover all relevant predictors within a finite number of steps. To practically select the “best” candidate from the models generated by FR, the recently proposed BIC criterion of Chen and Chen (2008) can be used. The resulting model can then serve as an excellent starting point, from where many existing variable selection methods (e.g., SCAD and Adaptive LASSO) can be applied directly. FR’s outstanding finite sample performances are confirmed by extensive numerical studies.

Overview

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Integrity signals

Registry

Crossref · 10.1198/jasa.2008.tm08516

Cites

3 of 3 references verified0 citation errors · 0 not checkable

Statistics

Verification

Claims the paper makes

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Self-check

Percentages, sums and reported differences re-computed from the paper’s own numbers.

The self-check needs the paper’s full text.

Citations

Cites

Show all 3 references

Cited by

See all 366

Metadata

Authors
Wang, H.
Venue
Journal of the American Statistical Association
Published
2009-12
Volume
104
Issue
488
Pages
1512-1524
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W3122008423
Cited by
366
References
3
FWCI
10.66
Type
journal article
Language
en
Open access
green

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

How to cite

Cite CoChat for the checks on this page, and the paper for its own findings.

This page
CoChat. (2026). Citation check: Forward Regression for Ultra-High Dimensional Variable Screening. https://app.cochat.ai/papers/10.1198/jasa.2008.tm08516
The paper
Wang, H. (2009). Forward Regression for Ultra-High Dimensional Variable Screening. Journal of the American Statistical Association. https://doi.org/10.1198/jasa.2008.tm08516

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.