Confidence sets for model selection by F -testing

DOI10.5705/ss.2014.110zbMath1377.62155OpenAlexW2327271031MaRDI QIDQ3448731

Davide Ferrari, Yuhong Yang

Publication date: 26 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.110

zbMATH Keywords

model selectionlinear regressionvariable selectionconfidence set

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (11)

Discussion on Prior-based Bayesian Information Criterion (PBIC) by M. J. Bayarri, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi, and Ingmar Visser ⋮ Order selection with confidence for finite mixture models ⋮ Penalized estimating equations for generalized linear models with multiple imputation ⋮ Measures of Uncertainty for Shrinkage Model Selection ⋮ Cross-Validation With Confidence ⋮ Simple measures of uncertainty for model selection ⋮ Strong model dependence in statistical analysis: goodness of fit is not enough for model choice ⋮ Confidence graphs for graphical model selection ⋮ Bootstrapping multiple linear regression after variable selection ⋮ Sparsity Oriented Importance Learning for High-Dimensional Linear Regression ⋮ Visualization and assessment of model selection uncertainty

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