Inference after variable selection using restricted permutation methods

DOI10.1002/CJS.10039MaRDI QIDQ3651433zbMATH OpenOpenAlexWikidataFDO

Authors R. Wang, S. W. Lagakos

Publication date 10 December 2009

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2848082

zbMATH Keywords

regressioncovariatessample splittingvariable selector

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 3031237 (Why is no real title available?)
• Conditional predictive inference post model selection
• Estimating the dimension of a model
• How Biased is the Apparent Error Rate of a Prediction Rule?
• Inference After Model Selection
• Inference after variable selection in linear regression models
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• On model uncertainty and its statistical implications. Proceedings of a workshop, held in Groningen, Netherlands, September 25-26, 1986
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
• On the harm that ignoring pretesting can cause
• RANDOM PERMUTATION TESTING IN MULTIPLE LINEAR REGRESSION
• Selection of the order of an autoregressive model by Akaike's information criterion
• THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
• The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
• The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations

Cited in

(4)

• The use of permutation tests for the analysis of parallel and stepped-wedge cluster-randomized trials
• Detecting treatment-covariate interactions using permutation methods
• A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample
• Covariate selection for multilevel models with missing data

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