Inference after variable selection in linear regression models

DOI10.1093/biomet/79.4.741zbMath0773.62050OpenAlexW2149326423MaRDI QIDQ4037726

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)

Related Items (11)

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

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