Inference After Model Selection

DOI10.1198/016214504000001097MaRDI QIDQ5754773zbMATH OpenOpenAlexFDO

Authors Xiaotong Shen, Hsin-Cheng Huang, Jimmy Ye

Publication date 20 August 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214504000001097

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(21)

• Efficient estimation of copula-based semiparametric Markov models
• Selective inference after likelihood- or test-based model selection in linear models
• Remodeling and estimation for sparse partially linear regression models
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Quantile regression under local misspecification
• Selective inference for additive and linear mixed models
• Post-model-selection inference in linear regression models: an integrated review
• Focused information criterion and model averaging for generalized additive partial linear models
• Improving Efficiency of Inferences in Randomized Clinical Trials Using Auxiliary Covariates
• FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
• Inference after variable selection using restricted permutation methods
• An Approach to Inference Following Model Selection With Applications to Transformation-Based and Adaptive Inference
• Inference after variable selection in linear regression models
• Selective inference with unknown variance via the square-root Lasso
• Adjusted Bayesian inference for selected parameters
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Covariate selection for multilevel models with missing data
• Efficient estimation and correction of selection-induced bias with order statistics
• Mendelian randomization incorporating uncertainty about pleiotropy
• Conditional predictive inference post model selection
• Component selection and smoothing in multivariate nonparametric regression

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