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14-18 August 2017
Uppsala University
Europe/Stockholm timezone

AIC post-selection inference in linear regression

14 Aug 2017, 16:00
30m
Ångströmslaboratoriet (Uppsala University)

Ångströmslaboratoriet

Uppsala University

Speaker

Speaker

Mr Ali Charkhi (KULeuven)

Description

Post-selection inference has been considered a crucial topic in data analysis. In this article, we develop a new method to obtain correct inference after model selection by the Akaike's information criterion Akaike (1973) in linear regression models. Confidence intervals can be calculated by incorporating the randomness of the model selection in the distribution of the parameter estimators which act as pivotal quantities. Simulation results show the accuracy of the proposed method.

Primary author

Mr Ali Charkhi (KULeuven)

Co-author

Ms Gerda Claeskens (KULeuven)

Presentation Materials

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