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

David Rügamer and Sonja Greven

Statistics & Probability Letters, 2018, vol. 140, issue C, 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.

Keywords: AIC; Likelihood-based model selection; Linear models; Selective inference; Test-based model selection (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2018.04.010

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