# Statistical Inference on Explained Variation in High-dimensional Linear Model with Dense Effects

@inproceedings{Chen2022StatisticalIO, title={Statistical Inference on Explained Variation in High-dimensional Linear Model with Dense Effects}, author={Hua Yun Chen}, year={2022} }

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to highdimension and the effects are not sparse, several approaches have been proposed for estimation and inference. One major problem with the existing approaches is that the inference procedures are not robust to the normality assumption on the covariates and the residual errors. In this paper, we propose an estimating equation…

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