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by joeraii
5521 days ago
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to be honest we just recorded the coeff values for each replicate and did the bootstrap variance calculation. % of replicates with (coef==0) is potentially much more clever, especially since that's the test we want to perform anyway. i'll run that over the data and see what changes. |
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From a frequentist perspective, counting zeroes don't make much sense because under the null of coef=0 there is still a chance you don't estimate coef=0, even after regularization.