Gene-environment (G × E) interactions are biologically important for a wide range of environmental exposures and clinical outcomes. Because of the large number of potential interactions in genomewide association data, the standard approach fits one model per G × E interaction with multiple hypothesis correction (MHC) used to control the type I error rate. Although sometimes effective, using one model per candidate G × E interaction test has two important limitations: low power due to MHC and omitted variable bias. To avoid the coefficient estimation bias associated with independent models, researchers have used penalized regression methods to jointly test all main effects and interactions in a single regression model. Although penalized regression supports joint analysis of all interactions, can be used with hierarchical constraints, and offers excellent predictive performance, it cannot assess the statistical significance of G × E interactions or compute meaningful estimates of effect size. To address the challenge of low power, researchers have separately explored screening-testing, or two-stage, methods in which the set of potential G × E interactions is first filtered and then tested for interactions with MHC only applied to the tests actually performed in the second stage. Although two-stage methods are statistically valid and effective at improving power, they still test multiple separate models and so are impacted by MHC and biased coefficient estimation. To remedy the challenges of both poor power and omitted variable bias encountered with traditional G × E interaction detection methods, we propose a novel approach that combines elements of screening-testing and hierarchical penalized regression. Specifically, our proposed method uses, in the first stage, an elastic net-penalized multiple logistic regression model to jointly estimate either the marginal association filter statistic or the gene-environment correlation filter statistic for all candidate genetic markers. In the second stage, a single multiple logistic regression model is used to jointly assess marginal terms and G × E interactions for all genetic markers that pass the first stage filter. A single likelihood-ratio test is used to determine whether any of the interactions are statistically significant. We demonstrate the efficacy of our method relative to alternative G × E detection methods on a bladder cancer data set.