Valid post-selection inference for penalized G-estimation
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Cites work
- A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations
- A determinant-based criterion for working correlation structure selection in generalized estimating equations
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A perturbation method for inference on regularized regression estimates
- Asymptotic inference for multi-stage stationary treatment policy with variable selection
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Exact post-selection inference, with application to the Lasso
- Nonconcave penalized likelihood with a diverging number of parameters.
- Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes
- Selective Inference for Effect Modification Via the Lasso
- Statistical methods for dynamic treatment regimes. Reinforcement learning, causal inference, and personalized medicine
- Structural nested models and G-estimation: the partially realized promise
- Uniformly valid confidence intervals post-model-selection
- Valid post-selection inference
- Valid post-selection inference in model-free linear regression
- Variable selection for individualised treatment rules with discrete outcomes
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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