Selective inference for additive and linear mixed models

DOI10.1016/J.CSDA.2021.107350MaRDI QIDQ2072385zbMATH OpenOpenAlexWikidataFDO

Authors David Rügamer, Philipp F. M. Baumann, Sonja Greven

Publication date 26 January 2022

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

Full work available at URL https://arxiv.org/abs/2007.07930

zbMATH Keywords

mixed modelsmodel selectionmonetary economicspost-selection inference

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Selective inference after likelihood- or test-based model selection in linear models
• Valid post-selection inference
• Inference After Model Selection
• Bayesian selective inference
• Exact post-selection inference, with application to the Lasso

Cites work

• A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models
• Asymptotic post-selection inference for the Akaike information criterion
• Coverage properties of confidence intervals for generalized additive model components
• Exact post-selection inference, with application to the Lasso
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• Inference for L₂-boosting
• On generalized degrees of freedom with application in linear mixed models selection
• On the behaviour of marginal and conditional AIC in linear mixed models
• Robust linear mixed models using the skew t distribution with application to schizophrenia data
• Selective inference after likelihood- or test-based model selection in linear models
• Uniform asymptotic inference and the bootstrap after model selection
• Valid post-selection inference

Cited in

(8)

• scientific article; zbMATH DE number 5314615 (Why is no real title available?)
• Effect Selection and Regularization in Structured Additive Distributional Regression
• Additive model selection
• Uniformly valid inference based on the Lasso in linear mixed models
• Mixed-effect models with trees
• Semiparametric Regression with R
• Confidence intervals for tree-structured varying coefficients
• Post-selection inference in regression models for group testing data

Describes a project that uses

Uses Software

• R
• gamair
• Lmertest
• cAIC4

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