Post-hoc analyses in multiple regression based on prediction error

DOI10.1080/02664760701683288MaRDI QIDQ3161659zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 15 October 2010

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760701683288

zbMATH Keywords

bootstrap methodsmultiple comparisonsrobust regression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15)

Recommendations

• A measure of post variable selection error in multiple linear regression, and its estimation
• Bootstrapping multiple linear regression after variable selection
• Multiple decision procedures for inference in regression models
• Bootstrap and cross-validation estimates of the prediction error for linear regression models
• Comparison of strategies when building linear prediction models.

Cites work

• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• A comparison of robust estimators in simple linear regression
• Better Subset Regression Using the Nonnegative Garrote
• Bootstrap Model Selection
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• scientific article; zbMATH DE number 4078473 (Why is no real title available?)
• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• scientific article; zbMATH DE number 47406 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 837720 (Why is no real title available?)
• scientific article; zbMATH DE number 2209079 (Why is no real title available?)
• Least angle regression. (With discussion)
• The Theil-Sen Estimator With Doubly Censored Data and Applications to Astronomy

Cited in

(2)

• Comparison of strategies when building linear prediction models.
• Regression Models for the Analysis of Pretest/Posttest Data

Describes a project that uses

Uses Software

• bootstrap

This page was built for publication: Post-hoc analyses in multiple regression based on prediction error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3161659)