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

DOI10.1093/BIOMET/ASY046MaRDI QIDQ4562736zbMATHOpenAlexFDO

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

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)

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(8)

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

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