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Model selection bias and Freedman’s paradox

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  • Paul Lukacs
  • Kenneth Burnham
  • David Anderson

Abstract

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Suggested Citation

  • Paul Lukacs & Kenneth Burnham & David Anderson, 2010. "Model selection bias and Freedman’s paradox," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 117-125, February.
  • Handle: RePEc:spr:aistmt:v:62:y:2010:i:1:p:117-125
    DOI: 10.1007/s10463-009-0234-4
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    References listed on IDEAS

    as
    1. Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
    2. 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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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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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