Inference after variable selection in linear regression models

DOI10.1093/BIOMET/79.4.741zbMATH Open0773.62050OpenAlexW2149326423MaRDI QIDQ4037726FDOQ4037726

Ping Zhang

Publication date: 16 May 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/79.4.741

zbMATH Keywords

variable selectionconfidence setsgeneralized final prediction error criterionerror varianc

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (11)

• Parametric or nonparametric? A parametricness index for model selection
• The distribution of estimators after model selection:large and small sample results
• Model averaging by jackknife criterion in models with dependent data
• LASSO order selection for sparse autoregression: a bootstrap approach
• Inference after variable selection using restricted permutation methods
• Post-model-selection inference in linear regression models: an integrated review
• Decomposing posterior variance
• Instrument search in pseudo-likelihood approach for nonignorable nonresponse
• Bootstrap order determination for ARMA models: a comparison between different model selection criteria
• Multi‐parameter regression survival modeling: An alternative to proportional hazards
• Visualization of evidence in regression with the QR decomposition

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