Selective inference for additive and linear mixed models

DOI10.1016/J.CSDA.2021.107350OpenAlexW3199655981WikidataQ108863848 ScholiaQ108863848MaRDI QIDQ2072385FDOQ2072385

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

Recommendations

• Selective inference after likelihood- or test-based model selection in linear models
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zbMATH Keywords

model selectionmixed modelsmonetary economicspost-selection inference

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Title not available (Why is that?)
• Exact post-selection inference, with application to the Lasso
• Valid post-selection inference
• On the behaviour of marginal and conditional AIC in linear mixed models
• Coverage properties of confidence intervals for generalized additive model components
• Uniform asymptotic inference and the bootstrap after model selection
• Robust linear mixed models using the skew \(t\) distribution with application to schizophrenia data
• A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models
• Selective inference after likelihood- or test-based model selection in linear models
• Asymptotic post-selection inference for the Akaike information criterion
• Inference for \(L_2\)-boosting
• On generalized degrees of freedom with application in linear mixed models selection

Cited In (6)

• Semiparametric Regression with R
• Effect Selection and Regularization in Structured Additive Distributional Regression
• Uniformly valid inference based on the Lasso in linear mixed models
• Mixed-effect models with trees
• Title not available (Why is that?)
• Additive model selection

Uses Software

• R
• gamair
• Lmertest
• cAIC4

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