Bootstrapping multiple linear regression after variable selection
type: Item
instance of: scholarly article
title: Bootstrapping multiple linear regression after variable selection
zbMATH Open document ID: 1477.62176
author: Lasanthi C. R. Pelawa Watagoda
author: David J. Olive
published in: Statistical Papers
publication date: 2022-01-14T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7457456
zbMATH Keywords: bagging
zbMATH Keywords: confidence region
zbMATH Keywords: forward selection
describes a project that uses: R
describes a project that uses: ARC
describes a project that uses: MAMI
MaRDI profile type: Publication
full work available at URL: s00362-019-01108-9
OpenAlex ID: W2937979392
cites work: Q4769776
cites work: The bootstrap in hypothesis testing
cites work: Bagging predictors
cites work: Analyzing bagging
cites work: Model Selection: An Integral Part of Inference
cites work: Model Selection and Model Averaging
cites work: Big data and partial least‐squares prediction
cites work: Partial least squares prediction in high-dimensional regression
cites work: Q4266269
cites work: Q3959963
cites work: Estimation and Accuracy After Model Selection
cites work: Least angle regression. (With discussion)
cites work: Confidence sets for model selection by F -testing
cites work: Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
cites work: Bootstrapping regression models
cites work: Data-driven nonparametric prediction intervals
cites work: On bagging and nonlinear estimation
cites work: Theoretical comparison of bootstrap confidence intervals
cites work: The Focused Information Criterion
cites work: Linear Regression Functions with Neglected Variables
cites work: Asymptotics for Lasso-type estimators.
cites work: Can one estimate the conditional distribution of post-model-selection estimators?
cites work: CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
cites work: On various confidence intervals post-model-selection
cites work: Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
cites work: Bootstrap estimation of covariance matrices via the percentile method
cites work: Some Comments on C P
cites work: Relaxed Lasso
cites work: Asymptotic properties of criteria for selection of variables in multiple regression
cites work: Linear Regression
cites work: Robust Multivariate Analysis
cites work: Applications of hyperellipsoidal prediction regions
cites work: Estimating the dimension of a model
cites work: Linear Model Selection by Cross-Validation
cites work: Shrinkage averaging estimation
cites work: Model selection and model averaging after multiple imputation
cites work: Q4408719
cites work: Q4840210
cites work: Inner envelopes: efficient estimation in multivariate linear regression
cites work: Q4864293
cites work: Uniform asymptotic inference and the bootstrap after model selection
cites work: Interval Estimation by Frequentist Model Averaging
cites work: Q4438062
cites work: Consistency of MLE, LSE and M-estimation under mild conditions
Wikidata QID: Q128116861
DOI: 10.1007/S00362-019-01108-9
description: scientific article; zbMATH DE number 7457456