Abstract Details
Activity Number:
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151
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Type:
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Invited
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Date/Time:
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Monday, August 4, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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JASA, Theory and Methods
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Abstract #310585
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View Presentation
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Title:
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Estimation and Accuracy After Model Selection
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Author(s):
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Bradley Efron*+
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Companies:
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Stanford University
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Keywords:
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bootstrap smoothing ;
bagging ;
abc method
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Abstract:
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In a typical statistical analysis, a first look at the data suggests a reasonable model (eg "cubic regression"), after which estimates and standard errors are calculated ignoring model selection. I will discuss bootstrap methods that take model selection into account. Here the bootstrap is used as a smoothing device, as in "bagging", in addition to its role as an accuracy estimator.
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Authors who are presenting talks have a * after their name.
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