UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION (Q2802733)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION |
scientific article |
Statements
UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION (English)
0 references
27 April 2016
0 references
adjusted \(R^{2}\)-statistic
0 references
AIC
0 references
`best subset'
0 references
regression
0 references
BIC
0 references
Mallows' criterion
0 references
\(t\)-tests
0 references
