A measure of post variable selection error in multiple linear regression, and its estimation

DOI10.1080/0094965031000109643zbMath1048.62066OpenAlexW2135938508MaRDI QIDQ4825497

S. Oosthuizen, S. J. Steel, D. W. Uys

Publication date: 28 October 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000109643

zbMATH Keywords

variable selectionmultiple linear regressionestimation errorbootstrap estimatorpost-selection inference\(C_p\)-criterionplug in estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Estimation of selected parameters

Uses Software

• alr3

Cites Work

• Some contributions to selection and estimation in the normal linear model
• Model Selection and Multimodel Inference
• Some Comments on C P
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A measure of post variable selection error in multiple linear regression, and its estimation