Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547922 | Statistics & Probability Letters | 2018 | 6 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
David Rügamer, Sonja Greven,