On overfitting and post-selection uncertainty assessments

DOI10.1093/BIOMET/ASX083MaRDI QIDQ5384579zbMATH OpenOpenAlexFDO

Authors Liang Hong, Ryan Martin, Todd A. Kuffner

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.02379

zbMATH Keywords

Akaike information criterionBayesian information criterionmodel selectionregression

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited in

(11)

• Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
• On over-fitting in model selection and subsequent selection bias in performance evaluation
• Debiased Inference on Treatment Effect in a High-Dimensional Model
• Empirical priors for prediction in sparse high-dimensional linear regression
• Prediction intervals for GLMs, GAMs, and some survival regression models
• Assumption Lean Regression
• Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data
• Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
• Conformal Prediction Credibility Intervals
• Post-model-selection prediction intervals for generalized linear models
• Conformal prediction of future insurance claims in the regression problem

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