{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/3204","repository_url":"https://api.github.com/repos/statsmodels/statsmodels","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/3204/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/3204/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/3204/events","html_url":"https://github.com/statsmodels/statsmodels/pull/3204","id":177623278,"number":3204,"title":"ENH: Knockoff FDR control","user":{"login":"kshedden","id":2666691,"avatar_url":"https://avatars.githubusercontent.com/u/2666691?v=3","gravatar_id":"","url":"https://api.github.com/users/kshedden","html_url":"https://github.com/kshedden","followers_url":"https://api.github.com/users/kshedden/followers","following_url":"https://api.github.com/users/kshedden/following{/other_user}","gists_url":"https://api.github.com/users/kshedden/gists{/gist_id}","starred_url":"https://api.github.com/users/kshedden/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/kshedden/subscriptions","organizations_url":"https://api.github.com/users/kshedden/orgs","repos_url":"https://api.github.com/users/kshedden/repos","events_url":"https://api.github.com/users/kshedden/events{/privacy}","received_events_url":"https://api.github.com/users/kshedden/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-stats","name":"comp-stats","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-enh","name":"type-enh","color":"99ffff"}],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":1,"created_at":"2016-09-18T02:01:17Z","updated_at":"2016-09-18T03:07:04Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/3204","html_url":"https://github.com/statsmodels/statsmodels/pull/3204","diff_url":"https://github.com/statsmodels/statsmodels/pull/3204.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/3204.patch"},"body":"This PR implements the knockoff method of Barber and Candes for controlling FDR.  It should have more power and better FDR control than Benjamini & Hochberg when the estimators are dependent, e.g. coefficient estimates in a regression fit.  Another advantage is that it does not require Z-scores or p-values, so is applicable to Lasso and other methods where standard errors are hard to obtain.\r\n\r\nhttp://statweb.stanford.edu/~candes/papers/FDR_regression.pdf  "},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/247821905","html_url":"https://github.com/statsmodels/statsmodels/pull/3204#issuecomment-247821905","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/3204","id":247821905,"user":{"login":"coveralls","id":2354108,"avatar_url":"https://avatars.githubusercontent.com/u/2354108?v=3","gravatar_id":"","url":"https://api.github.com/users/coveralls","html_url":"https://github.com/coveralls","followers_url":"https://api.github.com/users/coveralls/followers","following_url":"https://api.github.com/users/coveralls/following{/other_user}","gists_url":"https://api.github.com/users/coveralls/gists{/gist_id}","starred_url":"https://api.github.com/users/coveralls/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/coveralls/subscriptions","organizations_url":"https://api.github.com/users/coveralls/orgs","repos_url":"https://api.github.com/users/coveralls/repos","events_url":"https://api.github.com/users/coveralls/events{/privacy}","received_events_url":"https://api.github.com/users/coveralls/received_events","type":"User","site_admin":false},"created_at":"2016-09-18T03:07:04Z","updated_at":"2016-09-18T03:07:04Z","body":"\n[![Coverage Status](https://coveralls.io/builds/7935671/badge)](https://coveralls.io/builds/7935671)\n\nCoverage decreased (-0.03%) to 89.235% when pulling **1d6b966bd74c451f17d8bc9d8db9b1a462a3c7ad on kshedden:knockoff** into **bb1db2b460ff4c36a6f7bcbffe69cf486c56d322 on statsmodels:master**.\n"}}
{"actor":{"display_login":"coveralls"}}