Statistical learning and selective inference #MMPMID26100887
Taylor J; Tibshirani RJ
Proc Natl Acad Sci U S A 2015[Jun]; 112 (25): 7629-34 PMID26100887show ga
Most statistical analyses involve some kind of ?selection??searching through the data for the strongest associations. Measuring the strength of the resulting associations is a challenging task, because one must account for the effects of the selection. There are some new tools in selective inference for this task, and we illustrate their use in forward stepwise regression, the lasso, and principal components analysis.