When is the first spurious variable selected by sequential regression procedures?
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- Max Grazier G'Sell & Stefan Wager & Alexandra Chouldechova & Robert Tibshirani, 2016. "Sequential selection procedures and false discovery rate control," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 423-444, March.
- Xiangyu Wang & Chenlei Leng, 2016. "High dimensional ordinary least squares projection for screening variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 589-611, June.
- Ryan J. Tibshirani & Jonathan Taylor & Richard Lockhart & Robert Tibshirani, 2016. "Exact Post-Selection Inference for Sequential Regression Procedures," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 600-620, April.
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Keywords
False variable; Familywise error rate; Forward stepwise regression; Lasso; Least angle regression;All these keywords.
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