Inference after variable selection using restricted permutation methods
From MaRDI portal
Publication:3651433
DOI10.1002/cjs.10039zbMath1191.62078WikidataQ33763723 ScholiaQ33763723MaRDI QIDQ3651433
Publication date: 10 December 2009
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2848082
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
62P10: Applications of statistics to biology and medical sciences; meta analysis
Cites Work
- Unnamed Item
- Conditional predictive inference post model selection
- On model uncertainty and its statistical implications. Proceedings of a workshop, held in Groningen, Netherlands, September 25-26, 1986
- Estimating the dimension of a model
- On the harm that ignoring pretesting can cause
- The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
- How Biased is the Apparent Error Rate of a Prediction Rule?
- The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
- Inference after variable selection in linear regression models
- 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
- RANDOM PERMUTATION TESTING IN MULTIPLE LINEAR REGRESSION
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Inference After Model Selection
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection