On Various Confidence Intervals Post-Model-Selection

Hannes Leeb, Benedikt M. Pötscher, Karl Ewald

Type: Article

Publication Date: 2015-05-01

Citations: 22

DOI: https://doi.org/10.1214/14-sts507

View Publication

Locations

Statistical Science - View
arXiv (Cornell University) - View - PDF
Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) - View - PDF
Project Euclid (Cornell University) - View - PDF
RePEc: Research Papers in Economics - View - PDF
DataCite API - View

Similar Works

Action	Title	Year	Authors
+	On various confidence intervals post-model-selection	2014	Hannes Leeb Benedikt M. Pötscher Karl Ewald
+	On various confidence intervals post-model-selection	2014	Hannes Leeb Benedikt M. Pötscher Karl Ewald
+ PDF Chat	Valid confidence intervals for post-model-selection predictors	2019	François Bachoc Hannes Leeb Benedikt M. Pötscher
+ PDF Chat	Uniformly valid confidence intervals post-model-selection	2020	François Bachoc David Preinerstorfer Lukas Steinberger
+	Valid confidence intervals for post-model-selection predictors	2014	François Bachoc Hannes Leeb Benedikt M. Pötscher
+	Valid confidence intervals for post-model-selection predictors	2014	François Bachoc Hannes Leeb Benedikt M. Pötscher
+	Valid confidence intervals for post-model-selection predictors	2014	François Bachoc Hannes Leeb Benedikt M. Pötscher
+	Valid confidence intervals for post-model-selection predictors	2014	François Bachoc Hannes Leeb Benedikt M. Pötscher
+ PDF Chat	Two sources of poor coverage of confidence intervals after model selection	2018	Paul Kabaila Rheanna Mainzer
+	Uniformly valid confidence intervals post-model-selection	2016	François Bachoc David Preinerstorfer Lukas Steinberger
+	Uniformly valid confidence intervals post-model-selection	2016	François Bachoc David Preinerstorfer Lukas Steinberger
+ PDF Chat	Post-model-selection inference in linear regression models: An integrated review	2022	Dongliang Zhang Abbas Khalili Masoud Asgharian
+	Statistical Model Choice	2015	Gerda Claeskens
+	Viewpoint: model selection uncertainty, pre-specification, and model averaging	2015	Björn Bornkamp
+	Post-Model-Selection Prediction Intervals for Generalized Linear Models	2024	Dean Dustin Bertrand Clarke
+ PDF Chat	Statistical Model Choice	2016	Gerda Claeskens
+	Model-Free vs. Model-Based Confidence Intervals	2015	Dimitris N. Politis
+	Statistical model choice	2015	Gerda Claeskens
+	Comparing methods for statistical inference with model uncertainty	2022	Anupreet Porwal Adrian E. Raftery
+	The Coverage Properties of Confidence Regions After Model Selection	2009	Paul Kabaila

Works That Cite This (17)

Action	Title	Year	Authors
+ PDF Chat	A Bayesian nonlinear mixed-effects location scale model for learning	2019	Donald R. Williams Daniel Zimprich Philippe Rast
+	Bootstrapping multiple linear regression after variable selection	2019	Lasanthi C. R. Pelawa Watagoda David J. Olive
+	Inference for Impulse Responses under Model Uncertainty	2017	Lenard Lieb Stephan Smeekes
+	Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression	2020	Qiang Sun Heping Zhang
+	Bootstrapping some GLM and survival regression variable selection estimators	2021	Rasanji C. Rathnayake David J. Olive
+ PDF Chat	Should We Test the Model Assumptions Before Running a Model-based Test?	2023	Iqbal Shamsudheen Christian Hennig
+	Confidence intervals for high-dimensional partially linear single-index models	2016	Thomas Gueuning Gerda Claeskens
+ PDF Chat	Asymptotic post-selection inference for the Akaike information criterion	2018	Ali Charkhi Gerda Claeskens
+ PDF Chat	Confidence intervals centred on bootstrap smoothed estimators	2019	Paul Kabaila Christeen Wijethunga
+ PDF Chat	Statistical proof? The problem of irreproducibility	2017	Susan Holmes

Works Cited by This (31)

Action	Title	Year	Authors
+	Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results	2003	Hannes Leeb Benedikt M. Poetscher
+	Data-Driven Selection of Regressors and the Bootstrap	1988	T. K. Dijkstra Jan-Frits Veldkamp
+	The Conditional Level of the F—Test	1973	Richard A. Olshen
+ PDF Chat	Note on a Conditional Property of Student's $t^1$	1963	Robert J. Buehler A. P. Feddersen
+ PDF Chat	Asymptotic Properties of Maximum Likelihood Estimators Based on Conditional Specification	1979	Pranab Kumar Sen
+	Valid post-selection inference	2013	Richard A. Berk Lawrence Brown Andreas Buja Kai Zhang Linda Zhao
+	The Coverage Properties of Confidence Regions After Model Selection	2009	Paul Kabaila
+ PDF Chat	On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding	2009	Benedikt M. Pötscher Hannes Leeb
+	MODEL SELECTION AND INFERENCE: FACTS AND FICTION	2005	Hannes Leeb Benedikt M. Pötscher
+ PDF Chat	Confidence sets based on penalized maximum likelihood estimators in Gaussian regression	2010	Benedikt M. Pötscher Ulrike Schneider