Inference after variable selection using restricted permutation methods

DOI10.1002/cjs.10039zbMath1191.62078OpenAlexW2046204761WikidataQ33763723 ScholiaQ33763723MaRDI QIDQ3651433

Stephen W. Lagakos, Rui Wang

Publication date: 10 December 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2848082

zbMATH Keywords

covariatesregressionsample splittingvariable selector

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

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• RANDOM PERMUTATION TESTING IN MULTIPLE LINEAR REGRESSION
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Inference After Model Selection
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

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