Inference after variable selection in linear regression models

DOI10.1093/BIOMET/79.4.741MaRDI QIDQ4037726zbMATH OpenOpenAlexFDO

Authors 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)

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Cited in

(15)

• Inference After Model Selection
• 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
• A measure of post variable selection error in multiple linear regression, and its estimation
• Testing regression coefficients after model selection through sign restrictions
• 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
• Variable selection in multivariate linear regression models subject to sampling errors
• Decomposing posterior variance
• Bootstrap order determination for ARMA models: a comparison between different model selection criteria
• Instrument search in pseudo-likelihood approach for nonignorable nonresponse
• Visualization of evidence in regression with the QR decomposition
• Multi-parameter regression survival modeling: an alternative to proportional hazards

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