Selective inference after likelihood- or test-based model selection in linear models

Ruegamer, David und Greven, Sonja (2018): Selective inference after likelihood- or test-based model selection in linear models. In: Statistics & Probability Letters, Bd. 140: S. 7-12

Abstract

Statistical inference after model selection requires an inference framework that takes the selection into account in order to be valid. Following recent work on selective inference, we derive analytical expressions for inference after likelihood- or test-based model selection for linear models.

• Dokumententyp: Zeitschriftenartikel
• Fakultät: Mathematik, Informatik und Statistik > Statistik
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• ISSN: 0167-7152
• Sprache: Englisch