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Search: subject:"Inference post-model-selection"
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Inference post-model-selection
1
Tests in presence of nuisance parameters
1
confidence intervals
1
inference post model selection
1
linear regression
1
non-standard targets
1
optimal post-model-selection predictors
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Leeb, Hannes
2
Pötscher, Benedikt M.
2
Bachoc, Francois
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Valid confidence intervals for post-model-selection predictors
Bachoc, Francois
;
Leeb, Hannes
;
Pötscher, Benedikt M.
-
Volkswirtschaftliche Fakultät, …
-
2014
We consider
inference
post-model-selection
in linear regression. In this setting, Berk et al.(2013) recently introduced …
Persistent link: https://www.econbiz.de/10011109357
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2
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Leeb, Hannes
;
Pötscher, Benedikt M.
-
Volkswirtschaftliche Fakultät, …
-
2012
We point out that the ideas underlying some test procedures recently proposed for testing post-model-selection (and for some other test problems) in the econometrics literature have been around for quite some time in the statistics literature. We also sharpen some of these results in the...
Persistent link: https://www.econbiz.de/10011108819
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