Exact post-selection inference for adjusted R squared selection

DOI10.1016/J.SPL.2024.110133MaRDI QIDQ6580266

Sarah Pirenne, Gerda Claeskens

Publication date: 29 July 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

model selectionregression modelsselective inferencepost-selection inferenceadjusted R squaredpseudo R squared

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

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