University of Cambridge > Talks.cam > Statistics > Post-selection confidence intervals and confidence curves

  Browse A-Z

Log in

Googledetails Microsoftdetails

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

Post-selection confidence intervals and confidence curves

Download to your calendar using vCal

  • UserGerda Claeskens, Katholieke Universiteit Leuven
  • ClockFriday 08 February 2019, 16:00-17:00
  • HouseMR12.

If you have a question about this talk, please contact Dr Sergio Bacallado .

By selecting variables or models via information criteria or other formal methods a single selected model is the winner. Often, this winning model is wrongly treated as if it was known before the start of the analysis that precisely this model would get selected. Randomness is involved with the selection. Indeed, with a different sample of data another model could have been selected. For the popular method of the Akaike information criterion (AIC), the asymptotic distribution of parameter estimators after model selection is studied. The overselection property of this criterion is exploited to construct a selection region, and to obtain the asymptotic distribution of parameter estimators and linear combinations thereof in the selected model. The proposed method does not require the true model to be in the model set. We investigate the method in linear and generalized linear models. Confidence curves provide a broader picture of the selection methods post-selection.

This is joint work with A. Charkhi and A. Garcia Angulo.

This talk is part of the Statistics series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Making connections- brains and other complex systems CU Social Anthropology Society Faraday Institute for Science and Religion

Other talks

Clonal haematopoiesis, early detection and pre-leukemia to leukemia development Coming soon Gastroenterology and Acute Medicine Title TBC An Amphibious Urbanism | | Cut 4: The Desert Arrives Slowly Seminars in Cancer
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity