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5. Resampling Procedure for Post-Model-Selection Inference under Linear Regression Models

Resampling Procedure for Post-Model-Selection Inference under Linear Regression Models

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：chenan110

【摘 要】

：

Data-driven model selection introduces uncertainties which hamper application of stan-dard theory to the distributions of post-model-selection least squares estimators derived from a se-lected linear

【作 者】

：

Stephen M.S.Lee Yilei Wu 

【机 构】

：

The University of Hong Kong,Hong Kong University

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

least squares estimator post-model-selection regression residual bootstrap 

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　　Data-driven model selection introduces uncertainties which hamper application of stan-dard theory to the distributions of post-model-selection least squares estimators derived from a se-lected linear regression model.

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