Model selection bias and Freedman's paradox

DOI10.1007/S10463-009-0234-4MaRDI QIDQ904076zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

model averagingAkaike's information criterionmodel selection uncertaintyconfidence interval coverageFreedman's paradoxmodel selection biasmultimodel inferencestepwise selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07)

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Cites work

• scientific article; zbMATH DE number 41553 (Why is no real title available?)
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• Further analysis of the data by Akaike's information criterion and the finite corrections
• Inflation of R 2 in Best Subset Regression
• Model Based Inference in the Life Sciences: A Primer on Evidence
• Model Selection and Model Averaging
• Model Selection and Multimodel Inference
• Model Selection: An Integral Part of Inference
• Regression and time series model selection in small samples

Cited in

(9)

• Multimodel inference based on smoothed information criteria
• A Note About Models for Selectivity Bias
• Model-averaged profile likelihood intervals
• Model-averaged confidence 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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Uses Software

• SAS

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