Conditional p-values for the F-statistic in a forward selection procedure

DOI10.1016/0167-9473(94)00047-MMaRDI QIDQ672522zbMATH OpenOpenAlexFDO

Authors Eugene Grechanovsky, Ilia Pinsker

Publication date 28 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)00047-m

zbMATH Keywords

Monte CarloRegressionConditioning on the pastMultidimensional integralsStepwise significance testingVariable selection

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• The use of conditional cutoffs in a forward selection procedure
• P-values based on approximate conditioning and \(p^{*}\)
• Application of selective \(F\) tests in joint regression analysis
• Conditional conceptual predictive statistic for mixed model selection
• A simple forward selection procedure based on false discovery rate control
• Computing p-values in conditional independence models for a contingency table
• scientific article; zbMATH DE number 2102901
• scientific article; zbMATH DE number 4184768

Cites work

• scientific article; zbMATH DE number 4174165 (Why is no real title available?)
• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 3990670 (Why is no real title available?)
• scientific article; zbMATH DE number 4086905 (Why is no real title available?)
• scientific article; zbMATH DE number 3675157 (Why is no real title available?)
• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A Stopping Rule for Variable Selection in Multiple Regression
• Actual rejection levels in a certain stepwise test
• Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
• Bounds on theP-value of the best fitting regressor variable calculated to a prespecified accuracy
• Corrigendum
• Selection of Subsets of Regression Variables
• Selection of Variables in Multiple Regression: Part II. Chosen Procedures, Computations and Examples
• The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
• The Significance Attained by the Best-Fitting Regressor Variable
• The Use of an F-Statistic in Stepwise Regression Procedures
• The distribution of certain regression statistics
• The use of conditional cutoffs in a forward selection procedure

Cited in

(4)

• The use of conditional cutoffs in a forward selection procedure
• Adjusting Stepwisep-Values in Generalized Linear Models
• Bounds on theP-value of the best fitting regressor variable calculated to a prespecified accuracy
• Applied regression analysis bibliography update 1994-97

Describes a project that uses

Uses Software

• nlr
• AS 195
• Algorithm 725

This page was built for publication: Conditional p-values for the F-statistic in a forward selection procedure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672522)