INFERENCE AFTER VARIABLE SELECTION

INFERENCE AFTER VARIABLE SELECTION

This thesis presents inference for the multiple linear regression model Y = beta_1 x_1 + ... + beta_p x_p + e after model or variable selection, including prediction intervals for a future value of the response variable Y_f, and testing hypotheses with the bootstrap. If n is the sample size, most r...

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Bibliographic Details
Main Author: Pelawa Watagoda, Lasanthi Chathurika Ranasinghe
Format: Others
Published: OpenSIUC 2017
Subjects:
Bootstrap
Forward Selection
Lasso
Prediction Interval
Relaxed Lasso
Ridge Regression
Online Access:https://opensiuc.lib.siu.edu/dissertations/1424
https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=2428&context=dissertations

Internet

https://opensiuc.lib.siu.edu/dissertations/1424
https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=2428&context=dissertations

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