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

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

29 Jun 2017arXiv:1706.09796links table onlyarchive 2025-07-28

David Rügamer, Sonja Greven

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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.

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