Model selection bias and Freedman's paradox
DOI10.1007/S10463-009-0234-4zbMATH Open1422.62086OpenAlexW1980370194MaRDI QIDQ904076FDOQ904076
Authors: Paul M. Lukacs, Kenneth P. Burnham, David R. Anderson 
Publication date: 15 January 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-009-0234-4
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model averagingAkaike's information criterionmodel selection uncertaintyconfidence interval coverageFreedman's paradoxmodel selection biasmultimodel inferencestepwise selection
Cites Work
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- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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- Inflation of R 2 in Best Subset Regression
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Cited In (9)
- Multimodel inference based on smoothed information criteria
- A Note About Models for Selectivity Bias
- Model-averaged confidence intervals
- Model-averaged profile likelihood intervals
- Predictive Modeling in Long-Term Care Insurance
- Model averaged tail area confidence intervals in nested linear regression models
- Finite sample properties of confidence intervals centered on a model averaged estimator
- False parsimony and its detection with GLMs
- Information‐theoretic model‐averaged benchmark dose analysis in environmental risk assessment
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