The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
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Publication:2485973
DOI10.1016/j.jspi.2004.04.005zbMath1066.62071OpenAlexW2065568197MaRDI QIDQ2485973
Publication date: 5 August 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.04.005
Model selectionModel uncertaintyDistribution of post-model-selection estimatorsInference after model selectionLinear predictor constructed after model selectionPre-test estimator
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15)
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Cites Work
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- Asymptotic properties of maximum likelihood estimators based on conditional specification
- The distribution of estimators after model selection:large and small sample results
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection