Frequentist Model Average Estimators
Top Cited Papers
- 1 December 2003
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 98 (464) , 879-899
- https://doi.org/10.1198/016214503000000828
Abstract
The traditional use of model selection methods in practice is to proceed as if the final selected model had been chosen in advance, without acknowledging the additional uncertainty introduced by mo...Keywords
This publication has 3 references indexed in Scilit:
- VALID CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTIONEconometric Theory, 1998
- The Impact of Model Selection on Inference in Linear RegressionThe American Statistician, 1990
- Combining Minimax Shrinkage EstimatorsJournal of the American Statistical Association, 1986