A bootstrap recipe for post-model-selection inference under linear regression models

DOI10.1093/BIOMET/ASY046zbMATH Open1506.62441OpenAlexW2892430151MaRDI QIDQ4562736FDOQ4562736

Authors:

Publication date: 18 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asy046

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zbMATH Keywords

bootstrapregressionleast squares estimatorpost-model-selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09)

Cited In (8)

• Partially linear model selection by the bootstrap
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
• Bootstrapping some GLM and survival regression variable selection estimators
• Uniform asymptotic inference and the bootstrap after model selection
• Bootstrapping multiple linear regression after variable selection
• Assumption Lean Regression
• A resampling approach for confidence intervals in linear time-series models after model selection

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