Model selection bias and Freedman’s paradox
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DOI: 10.1007/s10463-009-0234-4
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References listed on IDEAS
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
- Yang, Yuhong, 2007. "Prediction/Estimation With Simple Linear Models: Is It Really That Simple?," Econometric Theory, Cambridge University Press, vol. 23(1), pages 1-36, February.
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- Paul Kabaila & A. H. Welsh & Waruni Abeysekera, 2016. "Model-Averaged Confidence Intervals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 35-48, March.
- Shawn J Leroux, 2019. "On the prevalence of uninformative parameters in statistical models applying model selection in applied ecology," PLOS ONE, Public Library of Science, vol. 14(2), pages 1-12, February.
- Fletcher, David & Dillingham, Peter W., 2011. "Model-averaged confidence intervals for factorial experiments," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 3041-3048, November.
- Jiaxu Zeng & David Fletcher & Peter W Dillingham & Christopher E Cornwall, 2019. "Studentized bootstrap model-averaged tail area intervals," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-16, March.
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Keywords
Akaike’s information criterion; Confidence interval coverage; Freedman’s paradox; Model averaging; Model selection bias; Model selection uncertainty; Multimodel inference; Stepwise selection;All these keywords.
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